Applicability of Bayesian Methods for Loss Ratio Estimation

DOI10.1007/978-4-431-54907-9_22zbMath1326.62207OpenAlexW2269032160MaRDI QIDQ3455017

Shingo Saito, Hiroki Kondo

Publication date: 3 December 2015

Published in: The Impact of Applications on Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-4-431-54907-9_22

zbMATH Keywords

model riskBayesian inferenceValue-at-Riskparameter riskloss ratio

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Bayesian inference (62F15)

Cites Work

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