Applicability of Bayesian methods for loss ratio estimation

DOI10.1007/978-4-431-54907-9_22zbMATH Open1326.62207OpenAlexW2269032160MaRDI QIDQ3455017FDOQ3455017

Authors: Hiroki Kondo, Shingo Saito 

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

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zbMATH Keywords

Bayesian inferencemodel riskValue-at-Riskparameter riskloss ratio

Mathematics Subject Classification ID

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

Cites Work

• Bayesian approach to measuring parameter and model risk in loss ratio estimation

Cited In (2)

• Bayesian approach to measuring parameter and model risk in loss ratio estimation
• Bayesian total loss estimation using shared random effects

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