Bayesian total loss estimation using shared random effects
Carolin Baumgartner; Lutz F. Gruber; Claudia Czado
| Year of publication: |
2015
|
|---|---|
| Authors: | Baumgartner, Carolin ; Gruber, Lutz F. ; Czado, Claudia |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 62.2015, p. 194-201
|
| Subject: | Total loss | Claim size | Claim count | Shared parameter model | Dependence | Generalized linear mixed model | Bayesian inference | Markov Chain Monte Carlo | Bayes-Statistik | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
| 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/10011312070