Bayesian Estimation of Outstanding Claim Reserves

By Enrique Alba. 2002

81 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/fee85d47e0003e501327ea087bd0aeb957281cab

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Emiliano A. Valdez
2. Edward W. Frees
3. Peng Shi
4. Sanjib Basu
5. G. Meyers

In Economics and Econometrics

1. Emiliano A. Valdez
2. Edward W. Frees
3. Peng Shi
4. Sanjib Basu
5. G. Meyers
6. Christopher Kollmeyer
7. Jee-Seon Kim

In Management Science and Operations Research

1. Emiliano A. Valdez
2. Edward W. Frees
3. Peng Shi
4. Sanjib Basu
5. G. Meyers
6. Lluís Bermúdez
7. Dimitris Karlis
8. Zinoviy Landsman

Citations in the corpus

• 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). Another approach would be to model the claims count for each of the three types jointly and thus consider a trivariate Poisson process. This was”
• A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012, methodology): “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).”