The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach

Alois Gisler

ASTIN Bulletin, 2006, vol. 36, issue 2, 554-565

Abstract: We derive the estimation error in a Bayesian framework and discuss the estimates of Mack and of Buchwalder, Bühlmann, Merz and Wüthrich (BBMW) from a Bayesian point of view.

Date: 2006
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