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Three essays on Bayesian claims reserving methods in general insurance

Gao, Guangyuan

Description

This thesis investigates the usefulness of Bayesian modelling to claims reserving in general insurance. It can be divided into two parts: Bayesian methodology and Bayesian claims reserving methods. In the first part, we review Bayesian inference and computational methods. Several examples are provided to demonstrate key concepts. Deriving the predictive distribution and incorporating prior information are focused on as two important facets of ...[Show more]

CollectionsOpen Access Theses
Date published: 2016-04
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/109191

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