Credibility in Loss Reserving

DOI10.1080/10920277.2015.1109456zbMath1414.91232OpenAlexW2186893183MaRDI QIDQ5379176

Brian M. Hartman, Peng Shi

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2015.1109456

zbMATH Keywords

credibility theorystochastic claims reservingauto insurance

Mathematics Subject Classification ID

Related Items (1)

A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES

Uses Software

• R2WinBUGS

Cites Work

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• Paid-incurred chain claims reserving method
• Improved estimation of IBNR claims by credibility theory
• Estimation of IBNR claims by credibility theory
• Claims reserving: A correlated Bayesian model
• A course in credibility theory and its applications
• The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
• Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
• Credibility ratemaking using collateral information
• Credibility for the Chain Ladder Reserving Method
• A Bayesian Log-Normal Model for Multivariate Loss Reserving

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