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...
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| Vydané v: | The Journal of risk and insurance Ročník 80; číslo 4; s. 891 - 919 |
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| Hlavní autori: | , |
| Médium: | Journal Article |
| Jazyk: | English |
| Vydavateľské údaje: |
Malvern
Blackwell Publishing Ltd
01.12.2013
Wiley Periodicals, Inc Blackwell American Risk and Insurance Association, Inc |
| Predmet: | |
| ISSN: | 0022-4367, 1539-6975 |
| On-line prístup: | Získať plný text |
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