A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	258-278
Journal	Insurance: Mathematics and Economics
Volume	59
DOIs	https://doi.org/10.1016/j.insmatheco.2014.09.011
Publication status	Published - 1 Nov 2014

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title = "A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving",

author = "Peters, \{Gareth W.\} and Dong, \{Alice X.D.\} and Robert Kohn",

year = "2014",

month = nov,

day = "1",

doi = "10.1016/j.insmatheco.2014.09.011",

language = "English",

volume = "59",

pages = "258--278",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving

AU - Peters, Gareth W.

AU - Dong, Alice X.D.

AU - Kohn, Robert

PY - 2014/11/1

Y1 - 2014/11/1

UR - https://dx.doi.org/10.2139/ssrn.2980405

U2 - 10.1016/j.insmatheco.2014.09.011

DO - 10.1016/j.insmatheco.2014.09.011

M3 - Article

SN - 0167-6687

VL - 59

SP - 258

EP - 278

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

ER -