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CAS Forum
Vol. 2012, 2012July 01, 2012 EDT

Closed-Form Distribution of Prediction Uncertainty in Chain Ladder Reserving by Bayesian Approach

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