Approximate Bayesian Computations to fit and compare insurance loss models
Pierre-Olivier Goffard, Patrick J. Laub
| Year of publication: |
2021
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|---|---|
| Authors: | Goffard, Pierre-Olivier ; Laub, Patrick J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 350-371
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| Subject: | Approximate Bayesian computation | Bayesian statistics | Compound distribution | Likelihood-free inference | Sequential Monte Carlo | Statistical claim modeling | Wasserstein distance | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622398