Economic scenario generator and parameter uncertainty : a bayesian approach
By Jean-François Bégin
| Year of publication: |
2019
|
|---|---|
| Authors: | Bégin, Jean-François |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 2, p. 335-372
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| Subject: | Parameter uncertainty | economic scenario generator | Bayesian inference | Markov Chain Monte Carlo | risk | Bayes-Statistik | Theorie | Theory | Markov-Kette | Markov chain | Risiko | Risk | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012056594