Credibility for the Chain Ladder Reserving Method

By Alois Gisler, Mario V. Wüthrich. 2008

53 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a607ce7cc0efbbad974203942bee9b668764680a

Citations in the corpus

• On sequential Monte Carlo, partial rejection control and approximate Bayesian computation (2008, unknown): “Alternative approaches, based on credibility results, can relax such distributional assumptions, but can only provide statements on posterior first and second moments in limiting cases (Gisler and Wüthrich 2008).”
• Modelling The Claims Development Result For Solvency Purposes (2008, unknown): “(2) Moreover, this implies CDR(1), CDR(2), .”