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In this paper we examine the claims reserving problem using Tweedie'scompound Poisson model. We develop the maximum likelihood and Bayesian Markovchain Monte Carlo simulation approaches to fit the model and then compare theestimated models under different scenarios. The key point we demonstraterelates to the comparison of reserving quantities with and without modeluncertainty incorporated into the prediction. We consider both the modelselection problem and the model averaging solutions for the predicted reserves.As a part of this process we also consider the sub problem of variableselection to obtain a parsimonious representation of the model being fitted.

Model uncertainty in claims reserving within Tweedie's compound Poisson models