A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving

14 October 2012

Papers citing "A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving"

5 / 5 papers shown

Title
Likelihood inference for Archimedean copulas Marius Hofert M. Machler A. McNeil 66 148 0 30 Aug 2011
Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts G. Peters M. Briers P. Shevchenko Arnaud Doucet 46 21 0 30 May 2011
Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation G. Peters B. Kannan B. Lasscock C. Mellen S. Godsill 66 14 0 01 Aug 2010
Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model G. Peters B. Kannan B. Lasscock C. Mellen 76 11 0 22 Apr 2010
Chain ladder method: Bayesian bootstrap versus classical bootstrap G. Peters Mario V. Wuthrich P. Shevchenko 47 40 0 15 Apr 2010