Risk margin quantile function via parametric and non-parametric Bayesian approaches
by Alice X. D. Dong, Jennifer S. K. Chan and Gareth W. Peters
| Year of publication: |
2015
|
|---|---|
| Authors: | Dong, Alice X. D. ; Chan, Jennifer S. K. ; Peters, Gareth W. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 3, p. 503-550
|
| Subject: | Asymmetric Laplace distribution | Bayesian inference | Markov chain Monte Carlo methods | Quantile regression | loss reserve | risk margin | central estimate | Bayes-Statistik | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Risiko | Risk | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis |
| 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://ebvufind01.dmz1.zbw.eu/10011397246