Porządki stochastyczne w aspekcie bayesowskim

• Autorzy: Marek Męczarski

Warianty tytułu

Stochastic orders in the Bayesian framework

• Języki publikacji: EN

Abstrakty

EN

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)

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)

Słowa kluczowe

EN

Bayesian models; Stochastic models; Theory of risk

PL

Modele bayesowskie; Modele stochastyczne; Teoria ryzyka

• Czasopismo: Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa
• Rocznik: 2015
• Numer: nr 37 Zagadnienia aktuarialne - teoria i praktyka
• Strony: 339--360

Twórcy

autor

Marek Męczarski

• Warsaw School of Economics, Poland

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