Bayesian modelling of financial guarantee insurance

DOI10.1016/J.INSMATHECO.2008.07.001MaRDI QIDQ974813zbMATH OpenOpenAlexFDO

Authors Anne Puustelli, Lasse Koskinen, Arto Luoma

Publication date 8 June 2010

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2008.07.001

zbMATH Keywords

Gibbs samplerbusiness cyclerisk capitalHamilton modelsurety insurance

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Actuarial Modeling with MCMC and BUGs
• Bayesian Risk Management for Equity-Linked Insurance
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(1)

• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty

Describes a project that uses

Uses Software

• BayesDA

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