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Model uncertainty in claims reserving within Tweedie's compound Poisson models
Claims reserving model uncertainty Tweedie’s compound Poisson model Bayesian analysis model selection model averaging Markov chain Monte Carlo
2010/10/29
In this paper we examine the claims reserving problem using Tweedie’s compound Poisson model. We develop the maximum likelihood and Bayesian Markov chain Monte Carlo simulation approaches to fit the m...