An insurance company is required to prepare a certain amount of money, called reserve, as a mean to pay its policy holders claims in the future. There are several types of reserve, one of them is IBNR reserve, for which the payments are made not in the same calendar year as the events that trigger the claims. Wuthrich and Merz (2015) developed a Bayesian Chain Ladder method for gamma distribution that applies the Bayesian Theory into the usual Chain Ladder Method . In this article, we modify the previous Bayesian Chain Ladder for half-normal distribution, as such distribution is more well suited for lighter tail claims.

翻译：保险公司必须预留一定金额的资金（称为准备金），以在未来支付保单持有人的索赔。准备金有多种类型，其中之一是IBNR准备金，其支付时间并非与触发索赔的事件发生在同一年。Wuthrich与Merz（2015）提出了适用于伽马分布的贝叶斯链梯法，将贝叶斯理论应用于传统链梯法。本文针对半正态分布改进了上述贝叶斯链梯法，因该分布更适用于尾部较轻的索赔情形。