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Das stochastische Re-Reserving : ein simulationsbasierter Ansatz für die stochastische Modellierung des Reserverisikos in der Kalenderjahressicht

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Persistent link: https://www.econbiz.de/10003954255

Predicting multivariate insurance loss payments under the Bayesian copula framework

Zhang, Yanwei; Dukic, Vanja - In: The journal of risk and insurance : the journal of the … 80 (2013) 4, pp. 891-919

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Bayesian estimation of an autoregressive model using Markov chain Monte Carlo

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On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers

Dufays, Arnaud - 2014

Sequential Monte Carlo (SMC) methods are widely used for filtering purposes of non-linear economic or financial models. Nevertheless the SMC scope encompasses wider applications such as estimating static model parameters so much that it is becoming a serious alternative to Markov- Chain...

Persistent link: https://www.econbiz.de/10011506783