Bayesian estimation of finite time ruin probabilities
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Publication:5391286
DOI10.1002/asmb.762zbMath1224.91042MaRDI QIDQ5391286
Rosa Elvira Lillo, Michael P. Wiper, María Concepción Ausín
Publication date: 6 April 2011
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.762
Laplace transforms; Bayesian inference; Sparre Andersen model; finite time ruin probability; Coxian distribution
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F15: Bayesian inference