Stochastic claims reserving via a bayesian spline model with random loss ratio effects
Year of publication: |
2018
|
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Authors: | Gao, Guangyuan ; Meng, Shengwang |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 1, p. 55-88
|
Subject: | Stochastic claims reserving | tail factor | natural cubic spline | Hamiltonian Monte Carlo | Bayesian modeling | Theorie | Theory | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation |
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