Hendrych, Radek; Cipra, Tomas Applying state space models to stochastic claims reserving. (English) Zbl 1471.91462 ASTIN Bull. 51, No. 1, 267-301 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Hendrych} and \textit{T. Cipra}, ASTIN Bull. 51, No. 1, 267--301 (2021; Zbl 1471.91462) Full Text: DOI OpenURL
Nieto-Barajas, Luis E.; Targino, Rodrigo S. A gamma moving average process for modelling dependence across development years in run-off triangles. (English) Zbl 1471.91478 ASTIN Bull. 51, No. 1, 245-266 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. E. Nieto-Barajas} and \textit{R. S. Targino}, ASTIN Bull. 51, No. 1, 245--266 (2021; Zbl 1471.91478) Full Text: DOI OpenURL
Goudarzi, Monir; Zokaei, Mohammad Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics. (English) Zbl 07532181 Commun. Stat., Theory Methods 50, No. 21, 4934-4962 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Goudarzi} and \textit{M. Zokaei}, Commun. Stat., Theory Methods 50, No. 21, 4934--4962 (2020; Zbl 07532181) Full Text: DOI OpenURL
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. (English) Zbl 1446.91055 Insur. Math. Econ. 93, 50-71 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 50--71 (2020; Zbl 1446.91055) Full Text: DOI arXiv OpenURL
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano A mixture model for payments and payment numbers in claims reserving. (English) Zbl 1390.91184 ASTIN Bull. 48, No. 1, 25-53 (2018). MSC: 91B30 62J12 62P05 PDF BibTeX XML Cite \textit{P. Gigante} et al., ASTIN Bull. 48, No. 1, 25--53 (2018; Zbl 1390.91184) Full Text: DOI OpenURL
Zhang, Yanwei Bayesian analysis of big data in insurance predictive modeling using distributed computing. (English) Zbl 1390.62229 ASTIN Bull. 47, No. 3, 943-961 (2017). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{Y. Zhang}, ASTIN Bull. 47, No. 3, 943--961 (2017; Zbl 1390.62229) Full Text: DOI OpenURL
Hong, Liang; Martin, Ryan A review of Bayesian asymptotics in general insurance applications. (English) Zbl 1394.62142 Eur. Actuar. J. 7, No. 1, 231-255 (2017). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{L. Hong} and \textit{R. Martin}, Eur. Actuar. J. 7, No. 1, 231--255 (2017; Zbl 1394.62142) Full Text: DOI OpenURL
Boratyńska, Agata Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function. (English) Zbl 1395.62321 Insur. Math. Econ. 76, 135-140 (2017). MSC: 62P05 62F15 62C10 62C20 91B30 PDF BibTeX XML Cite \textit{A. Boratyńska}, Insur. Math. Econ. 76, 135--140 (2017; Zbl 1395.62321) Full Text: DOI OpenURL
Choy, S. T. Boris; Chan, Jennifer S. K.; Makov, Udi E. Robust Bayesian analysis of loss reserving data using scale mixtures distributions. (English) Zbl 07281501 J. Appl. Stat. 43, No. 3, 396-411 (2016). MSC: 62-XX PDF BibTeX XML Cite \textit{S. T. B. Choy} et al., J. Appl. Stat. 43, No. 3, 396--411 (2016; Zbl 07281501) Full Text: DOI OpenURL
Dong, Alice X. D.; Chan, Jennifer S. K.; Peters, Gareth W. Risk margin quantile function via parametric and non-parametric Bayesian approaches. (English) Zbl 1390.62058 ASTIN Bull. 45, No. 3, 503-550 (2015). MSC: 62G08 62F15 91B30 62P05 PDF BibTeX XML Cite \textit{A. X. D. Dong} et al., ASTIN Bull. 45, No. 3, 503--550 (2015; Zbl 1390.62058) Full Text: DOI arXiv OpenURL
Dong, A. X. D.; Chan, J. S. K. Bayesian analysis of loss reserving using dynamic models with generalized beta distribution. (English) Zbl 1304.91100 Insur. Math. Econ. 53, No. 2, 355-365 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{A. X. D. Dong} and \textit{J. S. K. Chan}, Insur. Math. Econ. 53, No. 2, 355--365 (2013; Zbl 1304.91100) Full Text: DOI OpenURL
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano Claims reserving in the hierarchical generalized linear model framework. (English) Zbl 1284.91234 Insur. Math. Econ. 52, No. 2, 381-390 (2013). MSC: 91B30 62J12 PDF BibTeX XML Cite \textit{P. Gigante} et al., Insur. Math. Econ. 52, No. 2, 381--390 (2013; Zbl 1284.91234) Full Text: DOI OpenURL
Shi, Peng; Basu, Sanjib; Meyers, Glenn G. A Bayesian log-normal model for multivariate loss reserving. (English) Zbl 1291.91126 N. Am. Actuar. J. 16, No. 1, 29-51 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Shi} et al., N. Am. Actuar. J. 16, No. 1, 29--51 (2012; Zbl 1291.91126) Full Text: DOI OpenURL
Wüthrich, Mario V. Accounting year effects modeling in the stochastic chain ladder reserving method. (English) Zbl 1219.91074 N. Am. Actuar. J. 14, No. 2, 235-255 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. V. Wüthrich}, N. Am. Actuar. J. 14, No. 2, 235--255 (2010; Zbl 1219.91074) Full Text: DOI OpenURL
Taylor, Greg Second-order Bayesian revision of a generalised linear model. (English) Zbl 1224.62015 Scand. Actuar. J. 2008, No. 4, 202-242 (2008). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 62J12 62F15 PDF BibTeX XML Cite \textit{G. Taylor}, Scand. Actuar. J. 2008, No. 4, 202--242 (2008; Zbl 1224.62015) Full Text: DOI Link OpenURL
de Alba, Enrique; Nieto-Barajas, Luis E. Claims reserving: A correlated Bayesian model. (English) Zbl 1152.91719 Insur. Math. Econ. 43, No. 3, 368-376 (2008). MSC: 91B82 91B28 PDF BibTeX XML Cite \textit{E. de Alba} and \textit{L. E. Nieto-Barajas}, Insur. Math. Econ. 43, No. 3, 368--376 (2008; Zbl 1152.91719) Full Text: DOI OpenURL
de Alba, Enrique Claims reserving when there are negative values in the runoff triangle. (English) Zbl 1483.91184 N. Am. Actuar. J. 10, No. 3, 45-59 (2006). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{E. de Alba}, N. Am. Actuar. J. 10, No. 3, 45--59 (2006; Zbl 1483.91184) Full Text: DOI OpenURL
Antonio, Katrien; Beirlant, Jan; Hoedemakers, Tom; Verlaak, Robert Lognormal mixed models for reported claims reserves. (English) Zbl 1479.91303 N. Am. Actuar. J. 10, No. 1, 30-48 (2006). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{K. Antonio} et al., N. Am. Actuar. J. 10, No. 1, 30--48 (2006; Zbl 1479.91303) Full Text: DOI OpenURL
Gómez-Déniz, E.; Vázquez-Polo, F. J.; Pérez, J. M. A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework. (English) Zbl 1110.62143 Test 15, No. 2, 345-359 (2006). MSC: 62P05 62F15 PDF BibTeX XML Cite \textit{E. Gómez-Déniz} et al., Test 15, No. 2, 345--359 (2006; Zbl 1110.62143) Full Text: DOI OpenURL
Verrall, R. J.; England, P. D. Incorporating expert opinion into a stochastic model for the chain-ladder technique. (English) Zbl 1117.91385 Insur. Math. Econ. 37, No. 2, 355-370 (2005). MSC: 91B30 91B82 PDF BibTeX XML Cite \textit{R. J. Verrall} and \textit{P. D. England}, Insur. Math. Econ. 37, No. 2, 355--370 (2005; Zbl 1117.91385) Full Text: DOI OpenURL
Stephens, David A.; Crowder, Martin J.; Dellaportas, Petros Quantification of automobile insurance liability: A Bayesian failure time approach. (English) Zbl 1043.62092 Insur. Math. Econ. 34, No. 1, 1-21 (2004). MSC: 62P05 62F15 PDF BibTeX XML Cite \textit{D. A. Stephens} et al., Insur. Math. Econ. 34, No. 1, 1--21 (2004; Zbl 1043.62092) Full Text: DOI OpenURL
Makov, Udi E. Principal applications of Bayesian methods in actuarial science: a perspective. (English) Zbl 1083.62538 N. Am. Actuar. J. 5, No. 4, 53-73 (2001). MSC: 62P05 62F15 PDF BibTeX XML Cite \textit{U. E. Makov}, N. Am. Actuar. J. 5, No. 4, 53--73 (2001; Zbl 1083.62538) Full Text: DOI OpenURL