Bayesian approaches for analyzing earthquake catastrophic risk
DOI10.1016/J.INSMATHECO.2016.02.004zbMATH Open1373.62524OpenAlexW2304939647MaRDI QIDQ320279FDOQ320279
Authors: Yun-Xian Li, N. S. Tang, Xuejun Jiang 
Publication date: 6 October 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.02.004
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Cited In (7)
- A statistical model of Chinese earthquake loss distribution
- Capital requirements for cyber risk and cyber risk insurance: an analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test
- Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
- Severity modeling of extreme insurance claims for tariffication
- A new class of copula regression models for modelling multivariate heavy-tailed data
- Earthquake parametric insurance with Bayesian spatial quantile regression
- Bayesian inference of earthquake parameters from buoy data using a polynomial chaos-based surrogate
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