A Bayesian Credibility Formula for IBNR Counts, [Discussion]

Abstract
If an indicator of a significant paper is that it opens the door for further research, Dr. Robbin’s paper should stand the historical test. This review will emphasize generalizing the Poisson assumptions of the paper. Attention to optimal parameter estimation and other model assumptions may also prove fruitful, as may the quantification of uncertainty in the IBNR estimates.
Volume
LXXIII
Page
165-167
Year
1986
Categories
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Actuarial Applications and Methodologies
Reserving
Uncertainty and Ranges
Financial and Statistical Methods
Credibility
Publications
Proceedings of the Casualty Actuarial Society
Authors
Gary G Venter