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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
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Credibility Using Copulas
⎜⎜⎝ ⎛ +−= ),S(bexp),p( φφ it ititit itit y θθy θy . Here, the functions b(.) and S(.,.) are chosen ... explanatory variables. 3.1 Descriptive statistics Table 1 displays the descriptive statistics for average ...- Authors: Edward Frees, PING WANG
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models