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Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS
Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS This ... the next few paragraphs draws from these sources. 17 The main idea behind posterior predictive checking ...- Authors: David Scollnik
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models