STOCHASTIC CLAIMS RESERVING VIA A BAYESIAN SPLINE MODEL WITH RANDOM LOSS RATIO EFFECTS (Q5745188)
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scientific article; zbMATH DE number 6880925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC CLAIMS RESERVING VIA A BAYESIAN SPLINE MODEL WITH RANDOM LOSS RATIO EFFECTS |
scientific article; zbMATH DE number 6880925 |
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STOCHASTIC CLAIMS RESERVING VIA A BAYESIAN SPLINE MODEL WITH RANDOM LOSS RATIO EFFECTS (English)
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5 June 2018
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stochastic claims reserving
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tail factor
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natural cubic spline
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Hamiltonian Monte Carlo
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Bayesian modeling
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