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

• المؤلفون الرئيسيون: Pan, Jin, Nyon, Yan Zheng, Zheng, Yanxiong
• مؤلفون آخرون: Li Ka Ki Jackie
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Actuarial science
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/15259
• المؤسسة: Nanyang Technological University

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)...