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Claims reserving : a correlated Bayesian model

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000cab a2200000 4500
001  MAP20090021426
003  MAP
005  20090217172805.0
008  090216e20081227esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
100  ‎$0‎MAPA20090003712‎$a‎Alba, Enrique de
24510‎$a‎Claims reserving‎$b‎ : a correlated Bayesian model‎$c‎Enrique de Alba, Luis E. Nieto-Barajas
520  ‎$a‎Estimation 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.
650 1‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 1‎$0‎MAPA20080591953‎$a‎Métodos actuariales
650 1‎$0‎MAPA20080629618‎$a‎Reservas técnicas para siniestros
650 1‎$0‎MAPA20080624934‎$a‎Seguro de daños patrimoniales
7001 ‎$0‎MAPA20090003729‎$a‎Nieto-Barajas, Luis E.
7730 ‎$w‎MAP20077100574‎$t‎Insurance : mathematics and economics‎$d‎Oxford : Elsevier, 1990-‎$x‎0167-6687‎$g‎27/12/2008 Tomo 43 Número 3 - 2008, p. 368-376