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Stochastic Loss Reserving Using Generalized Linear Models
Language: en
Pages: 100
Authors: Greg Taylor
Categories:
Type: BOOK - Published: 2016-05-04 - Publisher:

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In this monograph, authors Greg Taylor and Gráinne McGuire discuss generalized linear models (GLM) for loss reserving, beginning with strong emphasis on the ch
Stochastic Claims Reserving Methods in Insurance
Language: en
Pages: 438
Authors: Mario V. Wüthrich
Categories: Business & Economics
Type: BOOK - Published: 2008-04-30 - Publisher: John Wiley & Sons

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Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately.
Bayesian Claims Reserving Methods in Non-life Insurance with Stan
Language: en
Pages: 210
Authors: Guangyuan Gao
Categories: Mathematics
Type: BOOK - Published: 2018-12-31 - Publisher: Springer

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This book first provides a review of various aspects of Bayesian statistics. It then investigates three types of claims reserving models in the Bayesian framewo
Using the ODP Bootstrap Model
Language: en
Pages: 116
Authors: Mark R. Shapland
Categories: Actuarial science
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Non-Life Insurance Pricing with Generalized Linear Models
Language: en
Pages: 181
Authors: Esbjörn Ohlsson
Categories: Mathematics
Type: BOOK - Published: 2010-03-18 - Publisher: Springer Science & Business Media

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Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the po