A simple Bayesian state-space approach to the collective risk models
DOI10.1080/03461238.2022.2133625zbMath1524.62520arXiv2110.09657MaRDI QIDQ6098035
Unnamed Author, Himchan Jeong, Jae Youn Ahn
Publication date: 9 June 2023
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.09657
longitudinal dataoperational riskactuarial sciencecollective risk modelsBayesian state-space modelsdynamic risk factorsnatural disaster forecasting
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Risk models (general) (91B05) Actuarial mathematics (91G05)
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