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Document Details : Title: The Estimation Error in the Chain-Ladder Reserving Method Subtitle: A Bayesian Approach Author(s): GISLER, Alois Journal: ASTIN Bulletin Volume: 36 Issue: 2 Date: 2006 Pages: 554-565 DOI: 10.2143/AST.36.2.2017939 Abstract : We derive the estimation error in a Bayesian framework and discuss the estimates of Mack [2] and of Buchwalder, Bühlmann, Merz and Wüthrich (BBMW) [1] from a Bayesian point of view. |