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Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claim Reserving Method

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Figure

Table 1: Observed incremental claims Xi,j, i + j ≤ I, and prior values mi.
Table 2: Claims reserves predictors with corresponding conditional MSEP�1/2 in Model 2.1 (withnon-informative uniform priors and log link) and in Model 3.1 (with non-informative gammapriors)
Figure 1: MAP predictors R�MAP∗(a) for different degrees of information a ∈ [0, ∞].
Figure 2: Histogram for R|DI in Model 3.1 for a = 100 from 100,000 simulations.
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