Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach
نویسندگان
چکیده
منابع مشابه
Claims Reserving in Continuous Time; a Nonparametricbayesian Approach
Occurrences and developments of claims are modelled as a marked point process. The individual claim consists of an occurrence time, two covariates, a reporting delay, and a process describing partial payments and settlement of the claim. Under certain likelihood assumptions the distribution of the process is described by 14 onedimensional components. The modelling is nonparametric Bayesian. The...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1996
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.26.2.563216