Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (Q2404549)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function |
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Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (English)
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19 September 2017
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loss reserves
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exponential model with quadratic variance function
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classes of priors
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\(\varepsilon\)-contamination
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posterior regret \(\Gamma\)-minimax estimation and prediction
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mean square error
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chain ladder factor
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