A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving

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A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012, background): “Some recent work includes de Alba (2002, 2006), Ntzoufras and Dellaportas (2002), Verrall (2004), England and Verrall (2006), de Alba and Nieto-Barajas (2008), Peters et al. (2009), and Meyers (2009).”
Flash-flood hazard assessment using ensembles and Bayesian-based machine learning models: Application of the simulated annealing feature selection method. (2019, methodology): “…Model (BayesGLM) 283 The GLM as a generalized and flexible linear regression (Lee and Nelder, 2006) has shown to 284 highly benefit from the Bayesian techniques for efficient predicting the unknown parameters of 285 the model (Antonio et al., 2005, Merl et al., 2008, Scollnik, 2005, Verrall, 2004).”
Credibility for the Chain Ladder Reserving Method (2008, background): “Moreover, we would like to remark that the Bayesian model considered in this paper is different to the Bayesian models considered for the increments Di, j = Ci, j – Ci, j –1 in Verrall [18] and [19] 568 A.”
Hierarchical Insurance Claims Modeling (2008, methodology): “Other possible approaches to modeling the data set include Bayesian predictive modeling (see de Alba 2002; Verrall 2004 for recent actuarial applications).”