An application of Markov chain Monte Carlo (MCMC) to continuous-time incurred but not yet reported (IBNYR) events
Year of publication: |
2016
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Authors: | Brown, Garfield O. ; Buckley, Winston S. |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 10.2016, 2, p. 270-284
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Subject: | MCMC | Delay parameter | IBNYR events | Jewell model | Insurance claims | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference |
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