Stochastic claims reserving via a bayesian spline model with random loss ratio effects
By Guangyuan Gao and Shengwang Meng
| Year of publication: |
2018
|
|---|---|
| Authors: | Gao, Guangyuan ; Meng, Shengwang |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 1, p. 55-88
|
| Subject: | Stochastic claims reserving | tail factor | natural cubic spline | Hamiltonian Monte Carlo | Bayesian modeling | Theorie | Theory | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.19 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011875578