Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (Q2404549): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q115571847, #quickstatements; #temporary_batch_1707303357582 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:01, 5 March 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
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
