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Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS
original methodology back to Harnek (1966). Taylor (2000, page 26) describes chain ladder models for reserving ... to date to its predicted ultimate value.’ Taylor (2000, Chapter 3) provides a detailed overview of traditional ...- Authors: David Scollnik
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models