Bayesian approaches for analyzing earthquake catastrophic risk

DOI10.1016/j.insmatheco.2016.02.004zbMath1373.62524OpenAlexW2304939647MaRDI QIDQ320279

Yun-Xian Li, Nian Sheng Tang, Xue-Jun Jiang

Publication date: 6 October 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.02.004

zbMATH Keywords

MCMC methodsmixture modelscatastrophic riskBayesian approachesearthquake losses

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

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Uses Software

• WinBUGS
• ismev
• QRM

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