Bayesian approaches for analyzing earthquake catastrophic risk

DOI10.1016/j.insmatheco.2016.02.004zbMath1373.62524OpenAlexW2304939647MaRDI QIDQ320279

Yun-Xian Li, Nian Sheng Tang, Xue-Jun Jiang

Publication date: 6 October 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.02.004

zbMATH Keywords

MCMC methodsmixture modelscatastrophic riskBayesian approachesearthquake losses

Mathematics Subject Classification ID

Related Items (5)

A new class of copula regression models for modelling multivariate heavy-tailed data ⋮ Earthquake parametric insurance with Bayesian spatial quantile regression ⋮ Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA ⋮ Severity modeling of extreme insurance claims for tariffication

Uses Software

• WinBUGS
• ismev
• QRM

Cites Work

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