Bayesian estimation and statistical analysis of risk measurements

DOI10.3969/J.ISSN.1001-4268.2019.03.003zbMATH Open1449.62068MaRDI QIDQ3306293FDOQ3306293

Authors: Zheng-Wu Wang, Limin Wen, Zhiqiang Liu 

Publication date: 12 August 2020

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zbMATH Keywords

asymptotic normalityconsistencyBayesian estimationrisk measurement

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Statistical methods; risk measures (91G70)

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• Clinical and operational risk: a Bayesian approach
• Applicability of Bayesian methods for loss ratio estimation
• Bayesian approach to measuring parameter and model risk in loss ratio estimation
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• Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default
• Bayesian estimation of value at risk measure under exponential-Gamma models
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• Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
• Moderate deviation principles of the Bayesian estimators of value at risk and conditional value at risk under exponential-gamma models
• Bayesian decision analysis of dam safety
• Semiparametric Bayesian Markov analysis of personalized benefit-risk assessment
• The statistical analysis of risk measure in Pareto risk model
• Title not available (Why is that?)

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