Model uncertainty in claims reserving within Tweedie's compound Poisson models
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Author / Producer
Date
2009-05
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
OPEN ACCESS
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
39 (1)
Pages / Article No.
1 - 33
Publisher
Peeters
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Claims reserving; model uncertainty; Tweedie's compound Poisson model; Bayesian analysis; model selection; model averaging; Markov chain Monte Carlo
Organisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
It was possible to publish this article open access thanks to a Swiss National Licence with the publisher