Coleção: ArtigosTítulo: A Copula based Bayesian approach for paidincurred claims models for non-life insurance reserving / Gareth W. Peters, Alice X.D. Dong, Robert KohnAutor: Peters, Gareth W.Notas: Sumario: Our 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.Registros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014 Outras classificações: 6Direitos: In Copyright (InC)Referencias externas:
