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Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution
There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal ... 8/5-7/2004, University of Iowa in Iowa City, Iowa. This paper discusses the reserving of claims when there ...- Authors: Enrique de Alba, Jose Gilberto Atondo Siu
- 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