A comparison of an analytical approach and a standard simulation approach in Bayesian forecasting applied to monthly data from insurance of companies
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Publication:1610854
DOI10.1023/A:1015761615492zbMath1107.62362OpenAlexW142088072MaRDI QIDQ1610854
Ingunn Fride Tvete, Bent Natvig
Publication date: 20 August 2002
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1015761615492
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)