Vol. 2012, 2012July 01, 2012 EDT
Closed-Form Distribution of Prediction Uncertainty in Chain Ladder Reserving by Bayesian Approach
Closed-Form Distribution of Prediction Uncertainty in Chain Ladder Reserving by Bayesian Approach
Ji Yao,
Bayesian ApproachPrediction UncertaintyChain LadderReservingStudent T DistributionInverse Gamma Distribution
Yao, Ji. 2012. “Closed-Form Distribution of Prediction Uncertainty in Chain Ladder Reserving by Bayesian Approach.” CAS Forum 2012 (July).
