Search Results - subject:"Bayesian chain ladder"

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The reserve uncertainties in the chain ladder model of mack revisited

Gisler, Alois - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 787-821

Persistent link: https://www.econbiz.de/10012125164

Full Bayesian analysis of claims reserving uncertainty

Peters, Gareth; Targino, Rodrigo S.; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 73 (2017), pp. 41-53

Persistent link: https://www.econbiz.de/10011702044

Existence and uniqueness of chain ladder solutions

Taylor, Greg - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10011670352

Bayesian chain ladder models

Taylor, Greg - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 75-99

Persistent link: https://www.econbiz.de/10010506428

Claims run-off uncertainty : the full picture

Merz, Michael; Wüthrich, Mario V. - 2015 - This version: July 3, 2015

The aim of this contribution is to revisit, clarify and complete the picture of uncertainty estimates in the chain-ladder (CL) claims reserving method. Therefore, we consider the conditional mean square error of prediction (MSEP) of the total prediction uncertainty (using Mack's formula) and the...

Persistent link: https://www.econbiz.de/10011293560