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Quantification of automobile insurance liability: a Bayesian failure time approach

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  • Stephens, David A.
  • Crowder, Martin J.
  • Dellaportas, Petros

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  • Stephens, David A. & Crowder, Martin J. & Dellaportas, Petros, 2004. "Quantification of automobile insurance liability: a Bayesian failure time approach," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 1-21, February.
    • Handle: RePEc:eee:insuma:v:34:y:2004:i:1:p:1-21
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    References listed on IDEAS

    as
    1. England, P.D. & Verrall, R.J., 2002. "Stochastic Claims Reserving in General Insurance," British Actuarial Journal, Cambridge University Press, vol. 8(3), pages 443-518, August.
    2. Haastrup, Svend & Arjas, Elja, 1996. "Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach," ASTIN Bulletin, Cambridge University Press, vol. 26(2), pages 139-164, November.
    3. Taylor, G. C. & Ashe, F. R., 1983. "Second moments of estimates of outstanding claims," Journal of Econometrics, Elsevier, vol. 23(1), pages 37-61, September.
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    Cited by:

    1. Aint Phone San, 2016. "Factors Affecting The Number Of Registered Automobile Insurance In Myanmar Based On Bayesian Modeling Using The Mcmc Procedure," International Journal of Humanities, Arts and Social Sciences, Dr. Mohammad Hamad Al-khresheh, vol. 2(2), pages 74-86.

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