Bayesian analysis of compound loss distributions
type: Item
instance of: scholarly article
title: Bayesian analysis of compound loss distributions
zbMATH Open document ID: 0873.62117
DOI: 10.1016/S0304-4076(97)00010-9
author: Jeffrey S. Pai
published in: Journal of Econometrics
publication date: 1997-11-04T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1042463
zbMATH Keywords: model selection
zbMATH Keywords: collective loss
zbMATH Keywords: forecasting
zbMATH Keywords: MCMC
zbMATH Keywords: model uncertainty
zbMATH Keywords: posterior probability
zbMATH Keywords: compound loss distribution
zbMATH Keywords: sampling based methods
zbMATH Keywords: reinsurance
zbMATH Keywords: predictive distribution
zbMATH Keywords: posterior probabilities
zbMATH Keywords: aggregate claim amount
zbMATH Keywords: reinsurance treaties
zbMATH Keywords: insurance losses
MaRDI profile type: Publication
cites work: The Intrinsic Bayes Factor for Model Selection and Prediction
cites work: Q5510088
cites work: Bayes inference in regression models with ARMA\((p,q)\) errors
cites work: Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
cites work: Q3511290
cites work: Sampling-Based Approaches to Calculating Marginal Densities
cites work: Monte Carlo sampling methods using Markov chains and their applications
cites work: Q3323095
cites work: Q5726065
cites work: Q4109156
cites work: Compound Poisson models in actuarial risk theory
cites work: Optimal reinsurances
cites work: Random number generators for compound distributions
cites work: Markov chains for exploring posterior distributions. (With discussion)
description: scientific article; zbMATH DE number 1042463