Modelling outstanding claims liability for workers’ compensation, general liability and automobile liability using Bayesian MCMC simulation

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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書目詳細資料
Main Authors:	Pan, Jin, Nyon, Yan Zheng, Zheng, Yanxiong
其他作者:	Li Ka Ki Jackie
格式:	Final Year Project
語言:	English
出版:	2009
主題:	DRNTU::Business::Finance::Actuarial science
在線閱讀:	http://hdl.handle.net/10356/15259
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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