Bayesian total loss estimation using shared random effects
Year of publication: |
2015
|
---|---|
Authors: | Baumgartner, Carolin ; Gruber, Lutz F. ; Czado, Claudia |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 62.2015, p. 194-201
|
Subject: | Total loss | Claim size | Claim count | Shared parameter model | Dependence | Generalized linear mixed model | Bayesian inference | Markov Chain Monte Carlo | Bayes-Statistik | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation |
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