A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving (Q2514626): Difference between revisions

@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q2801421
@@ Property / cites work: Q2801421 / rank @@
+Normal rank
@@ Property / cites work @@
+Using expected loss ratios in reserving
@@ Property / cites work: Using expected loss ratios in reserving / rank @@
+Normal rank
@@ Property / cites work @@
+Q4935984
@@ Property / cites work: Q4935984 / rank @@
+Normal rank
@@ Property / cites work @@
+Componentwise adaptation for high dimensional MCMC
+Normal rank
@@ Property / cites work @@
+PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING
+Normal rank
@@ Property / cites work @@
+Likelihood inference for Archimedean copulas in high dimensions under known margins
+Normal rank
@@ Property / cites work @@
+Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation
+Normal rank
@@ Property / cites work @@
+Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models
+Normal rank
@@ Property / cites work @@
+Paid-incurred chain claims reserving method
@@ Property / cites work: Paid-incurred chain claims reserving method / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Copula–Based Models for Financial Time Series
@@ Property / cites work: Copula–Based Models for Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Chain ladder method: Bayesian bootstrap versus classical bootstrap
+Normal rank
@@ Property / cites work @@
+Q2739722
@@ Property / cites work: Q2739722 / rank @@
+Normal rank