Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework

The literature of predicting the outstanding liability for insurance companies has undergone rapid and profound changes in the past three decades, most recently focusing on Bayesian stochastic modeling and multivariate insurance loss payments. In this article, we introduce a novel Bayesian multivari...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The Journal of risk and insurance Jg. 80; H. 4; S. 891 - 919
Hauptverfasser: Zhang, Yanwei, Dukic, Vanja
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Malvern Blackwell Publishing Ltd 01.12.2013
Wiley Periodicals, Inc
Blackwell
American Risk and Insurance Association, Inc
Schlagworte:
ISSN:0022-4367, 1539-6975
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!