Bayesian estimation of finite time ruin probabilities

DOI10.1002/asmb.762zbMath1224.91042OpenAlexW2242133694MaRDI QIDQ5391286

María Concepción Ausín, Michael P. Wiper, Rosa Elvira Lillo

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

zbMATH Keywords

Laplace transformsBayesian inferenceSparre Andersen modelfinite time ruin probabilityCoxian distribution

Mathematics Subject Classification ID

Related Items (4)

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Cites Work

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• Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
• A discussion of parameter and model uncertainty in insurance

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