Applicability of Bayesian methods for loss ratio estimation

DOI10.1007/978-4-431-54907-9_22MaRDI QIDQ3455017zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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

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