Risk Margin Quantile Function via Parametric and Non-Parametric Bayesian Approaches

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	503-550
Journal	ASTIN Bulletin: The Journal of the IAA
Volume	45
Issue number	3
DOIs	https://doi.org/10.1017/asb.2015.8
Publication status	Published - 1 Sept 2015

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@article{cf120a2d88264a0daad736338587a409,

title = "Risk Margin Quantile Function via Parametric and Non-Parametric Bayesian Approaches",

author = "Dong, \{Alice X.D.\} and Chan, \{Jennifer S.K.\} and Peters, \{Gareth W.\}",

year = "2015",

month = sep,

day = "1",

doi = "10.1017/asb.2015.8",

language = "English",

volume = "45",

pages = "503--550",

journal = "ASTIN Bulletin: The Journal of the IAA",

issn = "0515-0361",

publisher = "Cambridge University Press",

number = "3",

}

TY - JOUR

T1 - Risk Margin Quantile Function via Parametric and Non-Parametric Bayesian Approaches

AU - Dong, Alice X.D.

AU - Chan, Jennifer S.K.

AU - Peters, Gareth W.

PY - 2015/9/1

Y1 - 2015/9/1

U2 - 10.1017/asb.2015.8

DO - 10.1017/asb.2015.8

M3 - Article

SN - 0515-0361

VL - 45

SP - 503

EP - 550

JO - ASTIN Bulletin: The Journal of the IAA

JF - ASTIN Bulletin: The Journal of the IAA

IS - 3

ER -