Browsing Ciències de la Salut by Subject "33"
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Practical aspects of modelling parameter uncertainty for risk capital calculation
(Zeitschrift fur die gesamte Versicherungswissenschaft, 2019)We assume that an insurance undertaking models its risk by a random variable X=X(¿0) with a fixed parameter (vector) ¿0. If the undertaking does not know ¿0 and can only estimate it from historical data, ...