A Bayesian Monte Carlo Markov chain method for loss models and risk measure assessments
Ling Hu; Yating Yang
| Year of publication: |
2009
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|---|---|
| Authors: | Hu, Ling ; Yang, Yating |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 12.2009, 3, p. 529-543
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| Subject: | Katastrophe | Disaster | Risiko | Risk | Messung | Measurement | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Welt | World | 1970-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003891417