Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
Year of publication: |
September 2018
|
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Authors: | Lally, Nathan ; Hartman, Brian |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 82.2018, p. 124-140
|
Subject: | Loss reserves | Claims triangles | Input warping | Gaussian process regression | Spatial statistics | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process |
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