ECONOMIC SCENARIO GENERATOR AND PARAMETER UNCERTAINTY: A BAYESIAN APPROACH

DOI10.1017/asb.2019.6zbMath1410.91256OpenAlexW2937941984WikidataQ128038047 ScholiaQ128038047MaRDI QIDQ5379411

Jean-François Bégin

Publication date: 29 May 2019

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2019.6

zbMATH Keywords

Markov chain Monte Carloriskparameter uncertaintyBayesian inferenceeconomic scenario generator

Mathematics Subject Classification ID

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Cites Work

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• Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use
• Model Selection and Averaging in Financial Risk Management
• A Tale of Two Time Scales
• A discussion of parameter and model uncertainty in insurance

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