Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model
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DOI: 10.1016/j.insmatheco.2013.02.002
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References listed on IDEAS
- Mack, Thomas & Venter, Gary, 2000. "A comparison of stochastic models that reproduce chain ladder reserve estimates," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 101-107, February.
- 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.
- Verrall, R. J. & England, P. D., 2000. "Comments on: "A comparison of stochastic models that reproduce chain ladder reserve estimates", by Mack and Venter," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 109-111, February.
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