Bayesian modelling of financial guarantee insurance

DOI10.1016/J.INSMATHECO.2008.07.001zbMath1189.91081OpenAlexW2155808688MaRDI QIDQ974813

Arto Luoma, Lasse Koskinen, Anne Puustelli

Publication date: 8 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.07.001

zbMATH Keywords

Gibbs samplerbusiness cyclerisk capitalHamilton modelsurety insurance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Statistical methods; economic indices and measures (91B82)

Uses Software

• BayesDA

Cites Work

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• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Bayesian Risk Management for Equity-Linked Insurance
• Actuarial Modeling with MCMC and BUGs

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