Parameter reduction in log-normal chain-ladder models

DOI10.1007/s13385-015-0114-7zbMath1403.91202OpenAlexW1172920345MaRDI QIDQ903678

Mario V. Wüthrich, Richard J. Verrall

Publication date: 15 January 2016

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/12436/1/Parameter%20Reduction%20in%20LogNormal%20CL%20Models.pdf

zbMATH Keywords

Bayesian inferenceAkaike's information criterionchain-ladderempirical Bayes approachlognormal model

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

CALENDAR YEAR EFFECT MODELING FOR CLAIMS RESERVING IN HGLM

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