Modelling outstanding claims liability for workers’ compensation, general liability and automobile liability using Bayesian MCMC simulation
The group adopts the method proposed by Li [2008] to model historical claims run-off data for three lines of business; workers’ compensation, general liability and automobile liability. The group uses one Bayesian model which is similar to the gamma model within the generalized linear models (GLMs)...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/15259 |
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| Institution: | Nanyang Technological University |
| Language: | English |