Bayesian solvency analysis with autocorrelated observations

Applied Stochastic Models in Business and Industry

Volumn 22, Issue 2, 2006, Pages 169-180

  Mendoza, M ^a   Nieto Barajas, L E ^a  

^a INSTITUTO TECNOLÓGICO AUTÓNOMO DE MÉXICO   (Mexico)

Author keywords

Autocorrelated observations; Autoregressive model; Dynamic linear model; Log normal distribution; Prediction; Reference prior; Solvency analysis

Indexed keywords

DATABASE SYSTEMS; ECONOMIC AND SOCIAL EFFECTS; INSURANCE; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; PARAMETER ESTIMATION; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS;

AUTOCORRELATED OBSERVATIONS; AUTOREGRESSIVE MODELS; DYNAMIC LINEAR MODEL; LOG-NORMAL DISTRIBUTION; PREDICTION; REFERENCE PRIOR; SOLVENCY ANALYSIS;

CORRELATION METHODS;

EID: 33646508316     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.626     Document Type: Conference Paper

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