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Variance Papers Published September 4-10, 2022
Two new papers have been published on the Variance website:
“The Skewness of Cape-Cod in a Distribution-Free Model” By Eric Dal Moro
Based on an innovative stochastic model, this paper provides an estimation of the skewness of the reserving distribution resulting from the application of the Cape-Cod method on a triangle.
“Bayesian Estimation of Renewal Function Based on Pareto-distributed Inter-arrival Times via an MCMC Algorithm” By M.S. Aminzadeh and Min Deng
This paper familiarizes readers with the general concept of Bayesian inference, non-homogeneous Poisson processes, renewal process, and the MCMC methods.