The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach
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Cited by:
- Boratyńska, Agata, 2017. "Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 135-140.
- Wüthrich, Mario V., 2008. "Prediction error in the chain ladder method," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 378-388, February.
- Peters, Gareth W. & Targino, Rodrigo S. & Wüthrich, Mario V., 2017. "Full Bayesian analysis of claims reserving uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 73(C), pages 41-53.
- Nils Engler & Filip Lindskog, 2023. "Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting," Papers 2310.12056, arXiv.org.
- Fröhlich, Andreas & Weng, Annegret, 2018. "Parameter uncertainty and reserve risk under Solvency II," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 130-141.
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