A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
Year of publication: |
2014
|
---|---|
Authors: | Peters, Gareth W. ; Dong, Alice X. D. ; Kohn, Robert |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 258-278
|
Subject: | Chain ladder | Claims reserving | Adaptive Markov chain Monte Carlo | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Monte-Carlo-Simulation | Monte Carlo simulation |
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