Concepedia

Bayesian Claims Reserving

Bayesian Claims Reserving is a stochastic claims reserving method that employs Bayesian inference to update prior beliefs about claim liabilities with observed data, thereby quantifying uncertainty in reserve estimates through posterior distributions.

20

Publications

1.3K

Citations

22

Authors

22

Institutions

Publications per year

2017–2026

1

Parents

Publications

20

Stochastic Claims Reserving in General Insurance

Peter D. England, Richard Verrall · British Actuarial Journal · 2002 · 456 citations

, , +14

Predictive Distributions of Outstanding Liabilities in General Insurance

Peter D. England, Richard Verrall · Annals of Actuarial Science · 2006 · 111 citations

, , +17

A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving

Richard Verrall · North American Actuarial Journal · 2004 · 88 citations

, , +15

Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models

Gareth W. Peters, Pavel V. Shevchenko, Mario V. Wüthrich · Astin Bulletin · 2009 · 82 citations · Full text

, , +16

Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach

Svend Haastrup, Elja Arjas · Astin Bulletin · 1996 · 75 citations · Full text

, , +17

1–5 of 20

Authors

22

  1. MV
    Mario V. Wüthrich

    ETH Zurich, Switzerland

    8 publications · 276 citations

    8

    h-index

  2. RV
    Richard Verrall

    City, University of London, United Kingdom

    4 publications · 687 citations

    4

    h-index

  3. PV
    Pavel V. Shevchenko

    Macquarie University, Australia

    3 publications · 131 citations

    3

    h-index

  4. ED
    Enrique de Alba

    Instituto Tecnológico Autónomo de México, Mexico

    3 publications · 112 citations

    3

    h-index

  5. PD
    Peter D. England

    City, University of London, United Kingdom

    3 publications · 599 citations

    3

    h-index

1–5 of 22

Institutions

22

  1. ETH Zurich

    Zurich, Switzerland

    8 h-index

    8 publications

    276 citations

  2. Instituto Tecnológico Autónomo de México

    Mexico City, Mexico

    3 h-index

    4 publications

    131 citations

  3. UNSW Sydney

    Sydney, Australia

    2 h-index

    2 publications

    120 citations

  4. Winterthur Museum Garden and Library

    Wilmington, United States

    2 h-index

    2 publications

    75 citations

  5. 21c Consultancy (United Kingdom)

    London, United Kingdom

    2 h-index

    2 publications

    143 citations

  6. City, University of London

    London, United Kingdom

    2 h-index

    2 publications

    120 citations

  7. University of Waterloo

    Waterloo, Canada

    2 h-index

    2 publications

    46 citations

  8. Commonwealth Scientific and Industrial Research Organisation

    Canberra, Australia

    2 h-index

    3 publications

    158 citations

1–8 of 22

Venues

  1. Astin Bulletin

    6 publications · 286 citations

    6

    h-index

  2. North American Actuarial Journal

    NAAJ · 5 publications · 237 citations

    5

    h-index

  3. Annals of Actuarial Science

    2 publications · 143 citations

    2

    h-index

  4. Insurance Mathematics and Economics

    2 publications · 57 citations

    2

    h-index

  5. SSRN Electronic Journal

    Repository · 1 publications · 11 citations

    1

    h-index

1–5