Stochastic claims reserving for methods which combine information from multiple data sets

This thesis is concerned with the approximations of prediction error and predictive distribution of the best reserve estimate produced by the models which combine information from multiple data sets. Two models are studied . ~; within the GLM framework, i.e. SClmieper's: model proposed by Schni...

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Bibliographic Details
Main Author: Liu, Huijuan
Published: City University London 2008
Subjects:
519
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.492349