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Bayesian Claims Reserving When There Are Negative Values in the Runoff Triangle
Insurance: Mathematics and Economics 31, 351-364. (17) Hill, B. M. (1963), The three-parameter lognormal ... North American Actuarial Journal 6(1), 113-136. 17 (29) Renshaw, A.E. and R. J. Verrall (1998), ...- Authors: Enrique de Alba, Marco A Ramirez Corzo
- Date: Jan 2006
- Competency: Technical Skills & Analytical Problem Solving
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Claims Reserving when there are Negative Values in the Development Triangle
Claims Reserving when there are Negative Values in the Development Triangle In this paper the author ... ANOVA, Scandinavian Actuarial Journal, 47-55. (17) Mack, T. (1993), Distribution-Free calculation of ...- Authors: Enrique de Alba
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting