重庆工商大学学报：自然科学版2012，Vol.29Issue(10)：37-44,8.
贝叶斯方法在金融保证保险模型中的应用
Application of Bayesian Methods to the Financial Guarantee Insurance Model
高海清1
作者信息
- 1. 重庆大学数学与统计学院,重庆401331
- 折叠
摘要
Abstract
In this paper, we mainly introduced the Hamilton model and the transfer function model to illustrate the application of Bayesian model to the financial guarantee insurance . It treats the parameters of the model as random variables a prior distribution, then figures out the And then based on this, the model parameters are estimated posterior by using premium and the required amount of risk capital are predicted. distribution accoding to Bayesian theorem the WinBUGS software. At last, the pure关键词
贝叶斯/Gibbs抽样/Hamilton模型/转换函数模型Key words
Bayes/Gibbs Sampling/Hamilton model/transfer function model分类
数学引用本文复制引用
高海清..贝叶斯方法在金融保证保险模型中的应用[J].重庆工商大学学报：自然科学版,2012,29(10):37-44,8.
