<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "A Bayesian copula model for stochastic claims reserving"^^ . "We present a full Bayesian model for assessing the reserve requirement of multiline Non-Life insurance companies. Bayesian models for claims reserving allow to account for expert knowledge in the evaluation of Outstanding Loss Liabilities, allowing the use of additional information at a low cost. This paper combines a standard Bayesian approach for the estimation of marginal distribution for the single Lines of Business for a Non-Life insurance company and a Bayesian copula procedure for the estimation of aggregate reserves. The model we present allows to \"mix\" own-assessments of dependence between LoBs at a company level and market-wide estimates provided by regulators. We illustrate results for the single lines of business and we compare standard copula aggregation for different copula choices and the Bayesian copula approach."^^ . "2011" . "227" . . "Carlo Alberto Notebooks"^^ . . . . . . . "Luca"^^ . "Regis"^^ . "Luca Regis"^^ . . . . . "HTML Summary of #1803 \n\nA Bayesian copula model for stochastic claims reserving\n\n" . "text/html" . . . "HB Economic Theory"@en . .