Robust paradigm applied to parameter reduction in actuarial triangle models

DOI10.1007/978-3-319-66536-8_1zbMath1417.91288OpenAlexW2765598021MaRDI QIDQ1622618

Gary Venter

Publication date: 19 November 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-66536-8_1

zbMATH Keywords

mortalityMCMCBayesian shrinkageloss reserving

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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