Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves (Q2155848)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves |
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Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves (English)
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15 July 2022
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claim reserves
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classes of priors
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distortion function
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gamma prior
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posterior regret \(\Gamma \)-minimax estimation and prediction
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mean square error
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chain ladder factor
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