| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20150002419 |
| 003 | | | MAP |
| 005 | | | 20150122171252.0 |
| 008 | | | 150113e20141103esp|||p |0|||b|spa d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | | | $0MAPA20100048535$aPeters, Gareth W. |
| 245 | 1 | 2 | $aA Copula based Bayesian approach for paidincurred claims models for non-life insurance reserving$cGareth W. Peters, Alice X.D. Dong, Robert Kohn |
| 520 | | | $aOur article considers the class of recently developed stochastic models that combine claims payments and incurred losses information into a coherent reserving methodology. In particular, we develop a family of hierarchical Bayesian paidincurred claims models, combining the claims reserving models of Hertig (1985) and Gogol (1993). In the process we extend the independent log-normal model of Merz and Wüthrich (2010) by incorporating different dependence structures using a Data-Augmented mixture Copula paidincurred claims model. |
| 773 | 0 | | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g03/11/2014 Volumen 59 Número 1 - noviembre 2014 |
| 856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |
