Robustness in forecasting future liabilities in insurance
W.Y. Jessica Leung, S.T. Boris Choy
| Year of publication: |
[2017]
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|---|---|
| Authors: | Leung, W. Y. Jessica ; Choy, S. T. Boris |
| Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 187-200
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| Subject: | Heavy-tailed distribution | Bayesian inference | Markov chain | Monte Carlo | Loss reserve | Risk diversification | Theorie | Theory | Markov-Kette | Bayes-Statistik | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Verteilung | Statistical distribution | Haftpflichtversicherung | Liability insurance | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50742-2_11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011801151