A discussion of parameter and model uncertainty in insurance-Reference-Cited by-同舟云学术

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A discussion of parameter and model uncertainty in insurance

Published:2000-12 Issue:3 Volume:27 Page:313-330
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Cairns Andrew J.G.

Publisher

Elsevier BV

Subject

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

Reference29 articles.

1. Bawa, V., Brown, S., Klein, R. (Eds.), 1979. Estimation Risk and Optimal Portfolio Choice. North-Holland, Amsterdam.

2. Bernardo, J.M., Smith, A.F.M., 1994. Bayesian Theory. Wiley, Chichester, UK.

3. Model uncertainty, data mining and statistical inference (with discussion);Chatfield;Journal of the Royal Statistical Society Series A,1995

4. Combining forecasts: a review and annotated bibliography;Clemen;International Journal of Forecasting,1989

5. Model risk;Crouhy;Journal of Financial Engineering,1998

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