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Add Approximating the bias and variance of chain ladder estimates under a compound poisson model

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Add A Bayesian approach to parameter estimation for kernel density estimation via transformations

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Add Developing a stress testing framework based on market risk models

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Add Estimation of multi-stage survival distributions based on age-stage data

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Add Fast senstitivity computations for Monte Carlo valuation of pension funds

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Add Interventions in the Yen-dollar spot market : a story of price, volatility and volume

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Add Matrix-form recursive evaluation of the aggregate claims distribution revisited

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Add Model Selection and claim frequency for workers' compensation insurance

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Add Nonparametric Bayesian credibility

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Add On a multivariate Markov chain model for credit risk measurement

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Add On Bayesian mixture credibility

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Add Report on the lump sum experience investigation 1998-99

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Add Spot and derivative pricing in the EEX power market

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Author/Creator
  • Pitt, David (4)
  • Wu, Xueyuan (2)
  • Alexander, Carol (1)
  • Barn, G (1)
  • Berry, P (1)
  • Bierbrauer, Michael (1)
  • Brien, A (1)
  • Bui, H (1)
  • Burgess, F (1)
  • Chan, P (1)
Subject Keyword
  • credibility premium principle (2)
  • credibility theory (2)
  • (a, b, 1) family (1)
  • Bank of Japan (1)
  • Bayesian mixture models (1)
  • Dirichlet process (1)
  • GARCH (1)
  • Markov Chain Monte Carlo (1)
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150200 Banking, Finance and Investment

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