Bayesian estimation of ruin probability based on NHPP claim arrivals and Inverse-Gaussian distributed claim aggregates (Q5078892)
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scientific article; zbMATH DE number 7531801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of ruin probability based on NHPP claim arrivals and Inverse-Gaussian distributed claim aggregates |
scientific article; zbMATH DE number 7531801 |
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Bayesian estimation of ruin probability based on NHPP claim arrivals and Inverse-Gaussian distributed claim aggregates (English)
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25 May 2022
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NHPP
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inverse-Gaussian
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ruin probability
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maximum likelihood
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Bayesian inference
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MCMC
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mean-value function
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