Bayesian analysis in an aggregate loss model : validation of the structure functions
Agustín Hernández-Bastida, José María Pérez-Sánchez and M. Pilar Fernández-Sánchez
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Hernández-Bastida, Agustín ; Pérez-Sánchez, José María ; Fernández-Sánchez, M. Pilar |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 11.2017, 3, p. 19-47
|
| Subject: | model selection | risk premiums | validation of prior information | aggregate loss models | uncertainty modeling | Theorie | Theory | Bayes-Statistik | Bayesian inference | Verlust | Loss | Modellierung | Scientific modelling | Risikoprämie | Risk premium | Nichtparametrisches Verfahren | Nonparametric statistics | Induktive Statistik | Statistical inference | Risikomodell | Risk model | Prognoseverfahren | Forecasting model | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2017.176 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762992