“Author’s Reply: A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004

North American Actuarial Journal

Volumn 9, Issue 3, 2005, Pages 149-

  Antonio, Katrien ^a   Beirlant, Jan ^a   Hoedemakers, Tom ^a   Scollnik, David P M ^a  

^a NONE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011170125     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2005.10596218     Document Type: Article

References (3)

1. VERRALL, R. J. 2004. Obtaining Predictive Distributions for Reserves Which Incorporate Expert Opinion. Casualty Actuarial Society Forum, Fall.
2. VERRALL, R. J., and P. D. ENGLAND. 2005. Incorporating Expert Opinion into a Stochastic Model for the Chain-Ladder Technique. Insurance: Mathematics and Economics. Forthcoming.
3. WEST, M. 1985. Generalised Linear Models Scale Parameters, Outlier Accommodation and Prior Distributions. In Bayesian Statistics 2, ed. A. P. Dawid, D. Heckerman, A. F. M. Smith and M. West. Amsterdam: North-Holland.