A discussion of parameter and model uncertainty in insurance
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References listed on IDEAS
- Min, Chung-ki & Zellner, Arnold, 1993.
"Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates,"
Journal of Econometrics,
Elsevier, vol. 56(1-2), pages 89-118, March.
- Min, C.K. & Zellner, A., 1992. ""Bayesian and Non-Bayesian Methods for Combining Models and Forecasts with Applications to Forecasting International Growth Rates"," Papers 90-92-23, California Irvine - School of Social Sciences.
- Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
- Pai, Jeffrey S., 1997. "Bayesian analysis of compound loss distributions," Journal of Econometrics, Elsevier, vol. 79(1), pages 129-146, July.
- Wilkie, A.D., 1995. "More on a Stochastic Asset Model for Actuarial Use," British Actuarial Journal, Cambridge University Press, vol. 1(05), pages 777-964, December.
- Harris, Glen R., 1999. "Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 29(01), pages 47-79, May.
- McNeil, Alexander J., 1997. "Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 27(01), pages 117-137, May.
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- Gareth W. Peters & Pavel V. Shevchenko & Mario V. Wuthrich, 2009. "Model uncertainty in claims reserving within Tweedie's compound Poisson models," Papers 0904.1483, arXiv.org.
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