A Bayesian internal model for reserve risk: an extension of the correlated chain ladder
Year of publication: |
2020
|
---|---|
Authors: | Ercole, Carnevale Giulio ; Paolo, Clemente Gian |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 4, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | Bayesian models | stochastic claims reserving | claims development results |
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A Bayesian internal model for reserve risk: an extension of the correlated chain ladder
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A Bayesian internal model for reserve risk: an extension of the correlated chain ladder
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