Bayesian analysis in an aggregate loss model: validation of the structure functions
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Published:2017-09
Issue:3
Volume:11
Page:19-47
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ISSN:1753-9579
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Container-title:The Journal of Risk Model Validation
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language:
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Short-container-title:JRMV
Author:
Hernandez Bastida Agustin,Perez Sanchez Jose Maria,Fernandez-Sanchez Pilar
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Economics and Econometrics,Finance,Modeling and Simulation