Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
Agata Boratyńska
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Boratyńska, Agata |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 76.2017, p. 135-140
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| Subject: | Loss reserves | Exponential model with quadratic variance function | Classes of priors | e-contamination | Posterior regret | [-minimax estimation and prediction | Mean square error | Chain ladder factor | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774794