Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance

DOI10.1007/s13385-024-00394-4MaRDI QIDQ6649319

Olivier Lopez, Antoine Heranval, Maud Thomas

Publication date: 5 December 2024

Published in: European Actuarial Journal (Search for Journal in Brave)

zbMATH Keywords

extreme value analysisnatural disasterscyber insuranceBayesian credibility theory

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Actuarial mathematics (91G05)

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