A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving-Reference-Cited by-同舟云学术

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A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving

Published:2014-11 Issue: Volume:59 Page:258-278
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Peters Gareth W.,Dong Alice X.D.,Kohn Robert

Funder

ARC Discovery

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference28 articles.

1. Pair-copula constructions of multiple dependence;Aas;Insurance Math. Econom.,2009

2. A tutorial on adaptive MCMC;Andrieu;Stat. Comput.,2008

3. A loss reserving method for incomplete claim data;Dahms;Bull. Swiss Assoc. Actuar.,2008

4. Claims development result for combined claims incurred and claims paid data;Dahms;Bull. Fr. d’Actuar.,2009

5. Actuarial Theory for Dependent Risks;Denuit,2005

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3. On impact of largest claims reinsurance treaties on the ceding company’s loss reserve;Annals of Actuarial Science;2023-02-01

4. Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business;Risks;2022-08-28

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