| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20130024356 |
| 003 | | | MAP |
| 005 | | | 20130829133531.0 |
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| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | | | $0MAPA20100046395$aWüthrich, Mario V. |
| 245 | 1 | 0 | $aChallenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model$cMario V. Wüthrich |
| 520 | | | $aTables 2 and 3 in England et al. (2012) raise the conjecture that the claims reserves in the Bayesian over-dispersed Poisson (BODP) model with non-informative gamma priors are equal to the claims reserves in the chain-ladder (CL) model (the small differences in the figures could be explained by simulation inaccuracy). We give a counter-example to this conjecture. Moreover, we show that, working with non-informative priors needs a lot of care because a naïve treatment may lead to improper posterior distributions. |
| 773 | 0 | | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g04/03/2013 Volumen 52 Número 2 - marzo 2013 |
| 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 |
