Copula based Bayesian data analysis of loss reserving
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Cites work
- A Bayesian log-normal model for multivariate loss reserving
- A general multivariate chain ladder model
- An introduction to copulas.
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
- Dependence modeling with copulas
- Deviance information criteria for missing data models
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Learning Hamiltonian Monte Carlo in R
- MCMC using Hamiltonian dynamics
- Modeling dependence between loss triangles with hierarchical Archimedean copulas
- Multivariate loss prediction in the multivariate additive model
- Paid-incurred chain reserving method with dependence modeling
- Principles of copula theory
- Rank-based methods for modeling dependence between loss triangles
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions
- Scale Mixtures Distributions in Insurance Applications
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
- Total loss estimation using copula-based regression models
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