Sequential Monte Carlo samplers to fit and compare insurance loss models-Reference-Cited by-同舟云学术

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Sequential Monte Carlo samplers to fit and compare insurance loss models

Published:2022-11-16 Issue: Volume: Page:1-23
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Goffard Pierre-O.¹

Affiliation:

1. Université de Strasbourg, IRMA (UMR 7501), Strasbourg, France

Funder

CNP Assurance

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2022.2145577

Reference51 articles.

1. Reinsurance

2. Bayesian analysis of extreme events with threshold estimation

3. Statistics of Extremes

4. Approximate Bayesian computation with the Wasserstein distance

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Fixed Point Theory and Insurance Loss Modeling;Advancement in Business Analytics Tools for Higher Financial Performance;2023-08-08

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