Bayesian adjustment for insurance misrepresentation in heavy-tailed loss regression
Year of publication: |
September 2018
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Authors: | Xia, Michelle |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 3, p. 1-16
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Subject: | misrepresentation | rate making | predictive analytics | heavy-tailed regression models | Bayesian inference | Markov chain Monte Carlo | Theorie | Theory | Bayes-Statistik | Markov-Kette | Markov chain | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6030083 [DOI] hdl:10419/195875 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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