Abstract
We derive the estimation error in a Bayesian framework and discuss the estimates of Mack and of Buchwalder, Bühlmann, Merz and Wüthrich (BBMW) from a Bayesian point of view.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference3 articles.
1. The Mean Square Error of Prediction in the Chain Ladder Reserving Method – a Comment;Mack;ASTIN Bulletin,2006
2. The Mean Square Error of Prediction in the Chain Ladder Reserving Method;Buchwalder;ASTIN-Bulletin,2006
3. Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates
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