On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation (Q5505908): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: An introduction to statistical modeling of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Methods in Extreme Value Modelling: A Review and New Developments / rank
 
Normal rank
Property / cites work
 
Property / cites work: A course in credibility theory and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4365234 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.2143/ast.37.2.2024074 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4251164548 / rank
 
Normal rank

Latest revision as of 10:40, 30 July 2024

scientific article; zbMATH DE number 5498898
Language Label Description Also known as
English
On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation
scientific article; zbMATH DE number 5498898

    Statements

    On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation (English)
    0 references
    28 January 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    reinsurance
    0 references
    XL premiums
    0 references
    large claims
    0 references
    extreme value modeling
    0 references
    Bayes
    0 references
    exact credibility
    0 references
    Pareto distributions
    0 references
    generalized inverse Gaussian family
    0 references
    0 references