Prediction error for credible claims reserves: an \(h\)-likelihood approach
type: Item
instance of: scholarly article
title: Prediction error for credible claims reserves: an \(h\)-likelihood approach
zbMATH Open document ID: 1304.91104
author: Patrizia Gigante
author: Liviana Picech
author: Luciano Sigalotti
published in: European Actuarial Journal
publication date: 2015-01-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6389505
zbMATH Keywords: claims reserves
zbMATH Keywords: chain-ladder
zbMATH Keywords: Bornhuetter-Ferguson
zbMATH Keywords: credible claims reserves
zbMATH Keywords: hierarchical generalized linear models
zbMATH Keywords: \(h\)-likelihood
zbMATH Keywords: conditional mean square error of prediction
MaRDI profile type: Publication
full work available at URL: s13385-013-0072-x
OpenAlex ID: W2055048219
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cites work: Exact Credibility and Tweedie Models
cites work: A Bayesian Log-Normal Model for Multivariate Loss Reserving
cites work: A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
cites work: “A Bayesian Log-Normal Model for Multivariate Loss Reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012
cites work: Stochastic claims reserving methods in insurance
DOI: 10.1007/S13385-013-0072-X
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description: scientific article; zbMATH DE number 6389505