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  • Claims Reserving when there are Negative Values in the Development Triangle
    essentially the same. Also, in what follows we use direct Monte Carlo simulation as described in Appendix ... year is too cumbersome to derive. Hence we use direct simulation from the posterior distributions to ...

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    • 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