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在非寿险中进行支付的外链保留方法

  • 资源大小:29.10 kB
  • 上传时间:2021-06-30
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  • 资源积分:1积分
  • 标      签: 方法 进行 支付 保留

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Overview This R-package is an implementation of the Bayesian Paid-Incurred Chain reserving methods. It"s based on the 4 papers of Prof. Mario Wüthrich : Happ S. and Wuthrich M. (2011),Paid-Incurred Chain reserving method with dependence modelling http://ssrn.com/abstract=1914151 Happ S, Merz M. and Wuthrich M. (2012), Claims development result in the paid-incurred chain reserving method, Insurance: Mathematics and Economics http://www.sciencedirect.com/science/article/pii/S0167668712000315 Merz M. and Wuthrich M. (2010), Paid-Incurred Chain reserving method, Insurance: Mathematics and Economics http://www.sciencedirect.com/science/article/pii/S0167668710000259 Merz M. and Wuthrich M (2010), Estimation of tail development factors in the paid-incurred chain reserving methods http://www.math.ethz.ch/~wueth/Papers/2010TailFactors_V1.pdf Installation To install the

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