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Bayesian analysis of compound loss distributions - MaRDI portal

Bayesian analysis of compound loss distributions (Q1362061)

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scientific article; zbMATH DE number 1042463
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English
Bayesian analysis of compound loss distributions
scientific article; zbMATH DE number 1042463

    Statements

    Bayesian analysis of compound loss distributions (English)
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    4 November 1997
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    model selection
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    collective loss
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    forecasting
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    MCMC
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    model uncertainty
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    posterior probability
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    compound loss distribution
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    sampling based methods
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    reinsurance
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    predictive distribution
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    posterior probabilities
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    aggregate claim amount
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    reinsurance treaties
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    insurance losses
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