Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
Agata Boratyńska, Zofia Zielińska-Kolasińska
| Year of publication: |
2022
|
|---|---|
| Authors: | Boratyńska, Agata ; Zielińska-Kolasińska, Zofia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 105.2022, p. 194-202
|
| Subject: | Claim reserves | Classes of priors | Distortion function | Gamma prior | Posterior regret Γ-minimax estimation and prediction | Mean square error | Chain ladder factor | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349008