Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
DOI10.1016/j.insmatheco.2017.07.007zbMath1395.62321OpenAlexW2739625950WikidataQ115571847 ScholiaQ115571847MaRDI QIDQ2404549
Publication date: 19 September 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.07.007
mean square errorclasses of priors\(\varepsilon\)-contaminationloss reserveschain ladder factorexponential model with quadratic variance functionposterior regret \(\Gamma\)-minimax estimation and prediction
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