A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
Gareth W. Peters; Alice X. D. Dong; Robert Kohn
| Year of publication: |
2014
|
|---|---|
| Authors: | Peters, Gareth W. ; Dong, Alice X. D. ; Kohn, Robert |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 258-278
|
| Subject: | Chain ladder | Claims reserving | Adaptive Markov chain Monte Carlo | Markov-Kette | Markov chain | Theorie | Theory | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Multivariate Verteilung | Multivariate distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010470006