Bayesian modelling of financial guarantee insurance

DOI10.1016/J.INSMATHECO.2008.07.001zbMATH Open1189.91081OpenAlexW2155808688MaRDI QIDQ974813FDOQ974813

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

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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)

Cites Work

• Title not available (Why is that?)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Title not available (Why is that?)
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Bayesian Risk Management for Equity-Linked Insurance
• Actuarial Modeling with MCMC and BUGs

Cited In (1)

• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty

Uses Software

• BayesDA

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