Búsqueda

Claims reserving : a correlated Bayesian model

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20090021426</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20090217172805.0</controlfield>
    <controlfield tag="008">090216e20081227esp|||p      |0|||b|spa d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1=" " ind2=" ">
      <subfield code="0">MAPA20090003712</subfield>
      <subfield code="a">Alba, Enrique de</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Claims reserving</subfield>
      <subfield code="b"> : a correlated Bayesian model</subfield>
      <subfield code="c">Enrique de Alba, Luis E. Nieto-Barajas</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">Estimation of adequate reserves for outstanding claims is one of the main activities of actuaries in property/casualty insurance and a major topic in actuarial science. The need to estimate future claims has led to the development of many loss reserving techniques. There are two important problems that must be dealt with in the process of estimating reserves for outstanding claims: one is to determine an appropriate model for the claims process, and the other is to assess the degree of correlation among claim payments in different calendar and origin years. On the one hand it is used a gamma distribution to model the claims process and, in addition, it is allowed the claims to be correlated. It is followed a Bayesian approach for making inference with vague prior distributions. The methodology is illustrated with a real data set and compared with other standard methods.</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080602437</subfield>
      <subfield code="a">Matemática del seguro</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080591953</subfield>
      <subfield code="a">Métodos actuariales</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080629618</subfield>
      <subfield code="a">Reservas técnicas para siniestros</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080624934</subfield>
      <subfield code="a">Seguro de daños patrimoniales</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20090003729</subfield>
      <subfield code="a">Nieto-Barajas, Luis E.</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20077100574</subfield>
      <subfield code="t">Insurance : mathematics and economics</subfield>
      <subfield code="d">Oxford : Elsevier, 1990-</subfield>
      <subfield code="x">0167-6687</subfield>
      <subfield code="g">27/12/2008 Tomo 43 Número 3  - 2008, p. 368-376</subfield>
    </datafield>
  </record>
</collection>