Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (Q2404549): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.07.007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2739625950 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An overview of robust Bayesian analysis. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional ¡-minimax actions under convex losses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Bayesian inference in exponential families / rank
 
Normal rank
Property / cites work
 
Property / cites work: Posterior regret Γ-minimax estimation in a normal model with asymmetric loss function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Bayesian estimation with asymmetric loss function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5753366 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Estimation of Outstanding Claim Reserves / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis of loss reserving using dynamic models with generalized beta distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3989825 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credibility for the Chain Ladder Reserving Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalization of the credibility theory obtained by using the weighted balanced loss function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring sensitivity in a bonus-malus system. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of loss reserves with lognormal development factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: On robust Bayesian estimation under some asymmetric and bounded loss function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Bayesian prediction and estimation under a squared log error loss function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability and conditional Γ-minimaxity in Bayesian inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Paid-incurred chain claims reserving method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Natural exponential families with quadratic variance functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Bayesian analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian Log-Normal Model for Multivariate Loss Reserving / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ranges of posterior measures for priors with unimodal contaminations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2852072 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5285644 / rank
 
Normal rank

Latest revision as of 10:43, 14 July 2024

scientific article
Language Label Description Also known as
English
Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
scientific article

    Statements

    Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (English)
    0 references
    0 references
    19 September 2017
    0 references
    loss reserves
    0 references
    exponential model with quadratic variance function
    0 references
    classes of priors
    0 references
    \(\varepsilon\)-contamination
    0 references
    posterior regret \(\Gamma\)-minimax estimation and prediction
    0 references
    mean square error
    0 references
    chain ladder factor
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references