Bayesian chain ladder models
Year of publication: |
2015
|
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Authors: | Taylor, Greg |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 1, p. 75-99
|
Subject: | Bayesian chain ladder | Bornhuetter-Ferguson | chain ladder | column effects | exponential dispersion family | Mack model | cross-classified model | over-dispersed Poisson | row effects | Tweedie family | Theorie | Theory | Bayes-Statistik | Bayesian inference | Induktive Statistik | Statistical inference | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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