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Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution

Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution This is a presentation from 39th Actuarial Research ...
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Description: This is a presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in Iowa City, Iowa. This paper discusses the reserving of claims when there are negative values in the runoff triangle. It uses the Bayesian analysis method using the three-parameter log-normal distribution.
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- 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

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Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution