Bayesian analysis of insurance losses using the Bühlmann-Straub credibility model
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Publication:3566006
zbMATH Open1193.91073MaRDI QIDQ3566006FDOQ3566006
Authors: Kobus N. Bekker, A. J. van der Merwe 
Publication date: 7 June 2010
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Monte Carlo simulationreference priorscredibility theoryBayesian procedureprobability-matching prior
Bayesian inference (62F15) Monte Carlo methods (65C05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- A review of Bayesian asymptotics in general insurance applications
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- MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
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