Robust Bayesian analysis of loss reserves data using the generalized-t distribution
Year of publication: |
2007
|
---|---|
Authors: | Chan, Jennifer S. K. ; Choy, S. T. Boris ; Makov, Udi E. |
Publisher: |
Broadway NSW |
Subject: | Risikomodell | Risk model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Varianzanalyse | Analysis of variance | Theorie | Theory |
-
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas, (2017)
-
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan, (2021)
-
Robustness in forecasting future liabilities in insurance
Leung, W. Y. Jessica, (2017)
- More ...
-
Chan, Jennifer S. K., (2022)
-
On credibility evaluation and the tail area of the exponential dispersion family
Landsman, Zinoviy, (2000)
-
Sequential credibility evaluation for symmetric location claim distributions
Landsman, Zinoviy, (1999)
- More ...