this issue
previous article in this issuenext article in this issue

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.