- Author
- Męczarski Marek (Warsaw School of Economics, Poland)
- Title
- Porządki stochastyczne w aspekcie bayesowskim
Stochastic orders in the Bayesian framework - Source
- Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa, 2015, nr 37, s. 339-360, bibliogr. 24 poz.
- Issue title
- Zagadnienia aktuarialne - teoria i praktyka
- Keyword
- Modele bayesowskie, Modele stochastyczne, Teoria ryzyka
Bayesian models, Stochastic models, Theory of risk - Note
- streszcz., summ
- Abstract
- Praca stanowi przegląd problematyki porządków stochastycznych w aspekcie bayesowskim, to znaczy stochastycznego uporządkowania rozkładów a posteriori, brzegowych rozkładów obserwacji i rozkładów predyktywnych przy założeniach porządkowych dla rozkładów obserwacji i rozkładów a priori. Podano komentarze na temat znaczenia dla teorii ryzyka i zastosowań aktuarialnych. (abstrakt oryginalny)
We give a review and a cross section of stochastic ordering problems from the Bayesian point of view - the stochastic ordering of posterior distributions, marginal distributions of data and predictive distributions under order assumptions on sampling distributions and prior distributions. The importance for risk theory and application to actuarial problems are commented.(original abstract) - Accessibility
- The Library of Warsaw School of Economics
The Main Library of Poznań University of Economics and Business - Bibliography
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- Cited by
- ISSN
- 1232-4671
- Language
- eng