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A Bayesian non‐linear model for forecasting insurance loss payments


  • Yanwei Zhang
  • Vanja Dukic
  • James Guszcza


No abstract is available for this item.

Suggested Citation

  • Yanwei Zhang & Vanja Dukic & James Guszcza, 2012. "A Bayesian non‐linear model for forecasting insurance loss payments," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(2), pages 637-656, April.
  • Handle: RePEc:bla:jorssa:v:175:y:2012:i:2:p:637-656
    DOI: j.1467-985X.2011.01002.x

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    Cited by:

    1. Alice X. D. Dong & Jennifer S. K. Chan & Gareth W. Peters, 2014. "Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression," Papers 1402.2492,
    2. Avanzi, Benjamin & Taylor, Greg & Vu, Phuong Anh & Wong, Bernard, 2016. "Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 63-78.
    3. repec:eee:insuma:v:76:y:2017:i:c:p:135-140 is not listed on IDEAS
    4. Yves L. Grize, 2015. "Applications of Statistics in the Field of General Insurance: An Overview," International Statistical Review, International Statistical Institute, vol. 83(1), pages 135-159, April.
    5. Dong, A.X.D. & Chan, J.S.K., 2013. "Bayesian analysis of loss reserving using dynamic models with generalized beta distribution," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 355-365.

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