Economic scenario generator and parameter uncertainty : a bayesian approach
Year of publication: |
2019
|
---|---|
Authors: | Bégin, Jean-François |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 2, p. 335-372
|
Subject: | Parameter uncertainty | economic scenario generator | Bayesian inference | Markov Chain Monte Carlo | risk | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Markov-Kette | Markov chain | Theorie | Theory | Risiko | Risk |
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