An application of Markov chain Monte Carlo (MCMC) to continuous-time incurred but not yet reported (IBNYR) events
Garfield O. Brown, Winston S. Buckley
| Year of publication: |
2016
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|---|---|
| Authors: | Brown, Garfield O. ; Buckley, Winston S. |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 10.2016, 2, p. 270-284
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| Subject: | MCMC | Delay parameter | IBNYR events | Jewell model | Insurance claims | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499516000087 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621190