“A Bayesian Log-Normal Model for Multivariate Loss Reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012
From MaRDI portal
Publication:5168699
DOI10.1080/10920277.2012.10590649zbMath1291.91133OpenAlexW2323311863MaRDI QIDQ5168699
Publication date: 19 July 2014
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2012.10590649
Related Items (8)
BAYESIAN CHAIN LADDER MODELS ⋮ CREDIBILITY CLAIMS RESERVING WITH STOCHASTIC DIAGONAL EFFECTS ⋮ MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS ⋮ EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS ⋮ Parameter reduction in log-normal chain-ladder models ⋮ A review of Bayesian asymptotics in general insurance applications ⋮ Prediction error for credible claims reserves: an \(h\)-likelihood approach ⋮ A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY
Cites Work
This page was built for publication: “A Bayesian Log-Normal Model for Multivariate Loss Reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012
