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|a (JST)25053333
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|a DE-627
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|a eng
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|a Capitanio, Antonella
|e verfasserin
|4 aut
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|a A Bayesian Nonparametric Approach to the Estimation of the Adjustment Coefficient, with Applications to Insurance and Telecommunications
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|c 2004
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|a Text
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|a In this paper, a nonparametric Bayesian approach to the estimation of the adjustment coefficient for the distribution of the maximum of a random walk is performed. Approximations of the posterior distribution of the adjustment coefficient are studied. The consistency and asymptotic normality of its posterior law are also proved under mild conditions. Finally, an application to real data is provided.
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|a Copyright 2004 Indian Statistical Institute
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|a Primary 62G99
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|a Primary 62F15
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|a Primary 62G09
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|a Primary 62E20
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|a Secondary 62P30
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|a Secondary 62P05
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|a Bootstrap
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|a Asymptotics
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|a Consistency
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|a Bernstein-von Mises theorem
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|a Adjustment coefficient
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|a Queues
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|a Risk theory
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|a Philosophy
|x Logic
|x Logical topics
|x Formal logic
|x Mathematical logic
|x Mathematical set theory
|x Transfinite numbers
|x Infinity
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|a Mathematics
|x Mathematical procedures
|x Approximation
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|a Economics
|x Economic disciplines
|x Financial economics
|x Insurance
|x Insurance claims
|x Claims adjustment
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|a Mathematics
|x Pure mathematics
|x Algebra
|x Coefficients
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Sample size
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|a Mathematics
|x Pure mathematics
|x Probability theory
|x Probabilities
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Statistical distributions
|x Distribution functions
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|a Applied sciences
|x Engineering
|x Telecommunications
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|a Mathematics
|x Pure mathematics
|x Calculus
|x Differential calculus
|x Mathematical integration
|x Integration techniques
|x Integration by parts
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Statistical theories
|x Estimation theory
|x Bayesian Inference
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|a research-article
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|a Conti, Pier Luigi
|e verfasserin
|4 aut
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|i Enthalten in
|t Sankhyā: The Indian Journal of Statistics (2003-2007)
|d Indian Statistical Institute, 1933
|g 66(2004), 1, Seite 75-108
|w (DE-627)37948224X
|w (DE-600)2135890-4
|x 09727671
|7 nnns
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|g volume:66
|g year:2004
|g number:1
|g pages:75-108
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|u https://www.jstor.org/stable/25053333
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|d 66
|j 2004
|e 1
|h 75-108
|