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Bayesian estimation of P (Y

✍ Scribed by Chansoo Kim; Younshik Chung


Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
311 KB
Volume
47
Category
Article
ISSN
0932-5026

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## Abstract In this paper, we consider Bayesian inference and estimation of finite time ruin probabilities for the Sparre Andersen risk model. The dense family of Coxian distributions is considered for the approximation of both the inter‐claim time and claim size distributions. We illustrate that t