Predicting IBNYR Events and Delays II. Discrete Time
نویسندگان
چکیده
منابع مشابه
Predicting Ibnyr Events and Delays Ii. Discrete T~me
K E Y W O R D S Incurred But Not Reported (IBNR) models; reporting delays; Bayesmn estimation and prediction; Bayesian approximations; &screte-tlme models. 1. I N T R O D U C T I O N An Incurred But Not Yet Reported claim m insurance is an event whose occurrence during some fixed exposure interval is not known until some later date because of random reporting delays. These claims, plus the Incu...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1990
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.20.1.2005486