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dc.contributor.author
Wüthrich, Mario V.
dc.date.accessioned
2022-11-02T12:13:08Z
dc.date.available
2017-06-08T17:18:43Z
dc.date.available
2022-11-02T12:13:08Z
dc.date.issued
2007
dc.identifier.issn
1940-6444
dc.identifier.issn
1940-6452
dc.identifier.uri
http://hdl.handle.net/20.500.11850/6229
dc.description.abstract
This paper applies the exponential dispersion family with its associate conjugates to the claims reserving problem. This leads to a formula for the claims reserves that is equivalent to applying credibility weights to the chain-ladder reserves and Bornhuetter-Ferguson reserves.
en_US
dc.language.iso
en
en_US
dc.publisher
Casualty Actuarial Society
en_US
dc.subject
Claims reserves
en_US
dc.subject
chain-ladder method
en_US
dc.subject
Bornhuetter-Ferguson method
en_US
dc.subject
Benktander-Hovinen method
en_US
dc.subject
Bayesian inference
en_US
dc.subject
exponential dispersion model
en_US
dc.subject
credibility theory
en_US
dc.title
Using a Bayesian Approach for Claims Reserving
en_US
dc.type
Journal Article
ethz.journal.title
Variance
ethz.journal.volume
1
en_US
ethz.journal.issue
2
en_US
ethz.pages.start
292
en_US
ethz.pages.end
301
en_US
ethz.publication.place
Arlington, VA
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.identifier.url
https://www.casact.org/abstract/using-bayesian-approach-claims-reserving
ethz.date.deposited
2017-06-08T17:19:03Z
ethz.source
ECIT
ethz.identifier.importid
imp59364b9d3b04430281
ethz.ecitpid
pub:16611
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-26T21:22:48Z
ethz.rosetta.lastUpdated
2022-03-28T07:36:42Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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