Backtesting the Bayesian Bornhuetter-Ferguson method against traditional approaches in claims reserving

Risultato della ricerca: Contributo in rivista › Articolo in rivista

Lingua originale	English
pagine (da-a)	1-25
Numero di pagine	25
Rivista	JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS
Volume	0
DOI	https://doi.org/10.1080/09720510.2021.1995216
Stato di pubblicazione	Pubblicato - 2022

Keywords

@article{a8d2cd78ab9f41eba1dbd527ccf5e6c4,

title = "Backtesting the Bayesian Bornhuetter-Ferguson method against traditional approaches in claims reserving",

keywords = "Backtesting, Bornhuetter-Ferguson methodologies, Claims reserves, Backtesting, Bornhuetter-Ferguson methodologies, Claims reserves",

author = "Matteo Crisafulli and Clemente, {Gian Paolo}",

year = "2022",

doi = "10.1080/09720510.2021.1995216",

language = "English",

volume = "0",

pages = "1--25",

journal = "JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS",

issn = "0972-0510",

publisher = "Delhi: Academic Forum.",

}

TY - JOUR

T1 - Backtesting the Bayesian Bornhuetter-Ferguson method against traditional approaches in claims reserving

AU - Crisafulli, Matteo

AU - Clemente, Gian Paolo

PY - 2022

Y1 - 2022

KW - Backtesting

KW - Bornhuetter-Ferguson methodologies

KW - Claims reserves

KW - Backtesting

KW - Bornhuetter-Ferguson methodologies

KW - Claims reserves

UR - http://hdl.handle.net/10807/212824

UR - https://www.tandfonline.com/doi/abs/10.1080/09720510.2021.1995216

U2 - 10.1080/09720510.2021.1995216

DO - 10.1080/09720510.2021.1995216

M3 - Article

SN - 0972-0510

VL - 0

SP - 1

EP - 25

JO - JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS

JF - JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS

ER -