"An efficient Bayesian Markov Chain Monte-Carlo method is developed to estimate the unknown parameters to address the computational complexity. Our empirical application to the mortality data collected for the Group of Seven (G7) nations demonstrates the efficacy of our approach."
top of page
Rechercher
Posts récents
Voir toutEffective risk management requires understanding aggregate risks, individual business unit riskiness, and systemic risks. Realistic...
The paper explains Artificial Intelligence (AI), focusing on Generative AI, its role in finance, and its differences from Machine...
Insurers face complex risk dependencies in loss reserving. Additive background risk models (ABRMs) offer interpretable structures but can...
bottom of page
Comments