Bayesian analysis of compound loss distributions
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References listed on IDEAS
- Chib, Siddhartha & Greenberg, Edward, 1994. "Bayes inference in regression models with ARMA (p, q) errors," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 183-206.
- Hesselager, Ole, 1993. "A Class of Conjugate Priors with Applications to Excess-of-Loss Reinsurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 23(01), pages 77-93, May.
- Chib, Siddhartha & Greenberg, Edward, 1995. "Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models," Journal of Econometrics, Elsevier, vol. 68(2), pages 339-360, August.
- Rytgaard, Mette, 1990. "Estimation in the Pareto Distribution," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 20(02), pages 201-216, November.
- Panjer, Harry H. & Willmot, Gordon E., 1983. "Compound poisson models in actuarial risk theory," Journal of Econometrics, Elsevier, vol. 23(1), pages 63-76, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz, 2007. "Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions," FEG Working Paper Series 07/02, Faculty of Economics and Business (University of Granada).
- Koissi, Marie-Claire & Shapiro, Arnold F., 2006. "Fuzzy formulation of the Lee-Carter model for mortality forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 287-309, December.
- Cairns, Andrew J. G., 2000. "A discussion of parameter and model uncertainty in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 313-330, December.
- Migon, Helio S. & Moura, Fernando A.S., 2005. "Hierarchical Bayesian collective risk model: an application to health insurance," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 119-135, April.
- Shang-Yin Yang & Chou-Wen Wang & Hong-Chih Huang, 2016. "The Valuation of Lifetime Health Insurance Policies with Limited Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(3), pages 777-800, September.
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