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Insurance Mathematics and Economics
Article . 2025 . Peer-reviewed
License: CC BY
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Article . 2025
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https://doi.org/10.2139/ssrn.4...
Article . 2023 . Peer-reviewed
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Uncertainty in Heteroscedastic Bayesian Model Averaging

Uncertainty in heteroscedastic Bayesian model averaging
descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2023Publisher:Elsevier BVJournal:Insurance: Mathematics and Economics, volume 121, pages 63-78 (issn: 0167-6687, Copyright policy )Funded by:NSERC | unidentified
Authors: Sébastien Jessup; Mélina Mailhot; Mathieu Pigeon;

doi: 10.2139/ssrn.4650798 , 10.1016/j.insmatheco.2024.12.008

Uncertainty in Heteroscedastic Bayesian Model Averaging

Abstract

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Keywords

actuarial reserves, uncertainty estimation, Actuarial mathematics, Bayesian inference, Bayesian model averaging, heteroscedasticity

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
hybrid