Browsing FGV EMAp - Escola de Matemática Aplicada by Title "Full Bayesian analysis of claims reserving uncertainty"

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    • Full Bayesian analysis of claims reserving uncertainty 

      Peters, Gareth W.; Targino, Rodrigo dos Santos; Wüthrich, Mario V.
      2017-01-05
      We revisit the gamma–gamma Bayesian chain-ladder (BCL) model for claims reserving in non-life insurance. This claims reserving model is usually used in an empirical Bayesian way using plug-in estimates for the variance ...