RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748)
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scientific article; zbMATH DE number 6880309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES |
scientific article; zbMATH DE number 6880309 |
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RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (English)
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4 June 2018
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asymmetric Laplace distribution
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Bayesian inference
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Markov chain Monte Carlo methods
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quantile regression
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loss reserve
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risk margin
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central estimate
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