Sequential Monte Carlo samplers to fit and compare insurance loss models
Pierre-O. Goffard
| Year of publication: |
2023
|
|---|---|
| Authors: | Goffard, Pierre-Olivier |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 8, p. 765-787
|
| Subject: | Bayesian statistics | Composite model | sequential Monte Carlo sampler | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2145577 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014383968