资 源 简 介
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