Actuarial analysis via branching processes (2000)
- Authors:
- USP affiliated authors: PEREIRA, CARLOS ALBERTO DE BRAGANCA - IME ; STERN, JULIO MICHAEL - IME
- Unidade: IME
- Subjects: PROCESSOS ESTOCÁSTICOS; PROCESSOS DE RAMIFICAÇÃO
- Language: Inglês
- Imprenta:
-
ABNT
PEREIRA, Carlos Alberto de Bragança e NAKANO, Fábio e STERN, Julio Michael. Actuarial analysis via branching processes. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/d2ef2831-30c9-48c2-b031-1291e17ae45f/1095564.pdf. Acesso em: 19 fev. 2026. , 2000 -
APA
Pereira, C. A. de B., Nakano, F., & Stern, J. M. (2000). Actuarial analysis via branching processes. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/d2ef2831-30c9-48c2-b031-1291e17ae45f/1095564.pdf -
NLM
Pereira CA de B, Nakano F, Stern JM. Actuarial analysis via branching processes [Internet]. 2000 ;[citado 2026 fev. 19 ] Available from: https://repositorio.usp.br/directbitstream/d2ef2831-30c9-48c2-b031-1291e17ae45f/1095564.pdf -
Vancouver
Pereira CA de B, Nakano F, Stern JM. Actuarial analysis via branching processes [Internet]. 2000 ;[citado 2026 fev. 19 ] Available from: https://repositorio.usp.br/directbitstream/d2ef2831-30c9-48c2-b031-1291e17ae45f/1095564.pdf - E‐value
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- Model selection: full Bayesian approach
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- Bayesian evidence test for precise hypotheses
- Full Bayesian significance test for coefficients of variation
- Bayesian inference and maximum entropy methods in science and engineering
- Special characterizations of standard discrete models
- Full Bayesian significance test applied to multivariate normal structure models
- Bayesian epistemic values: focus on surprise, measure probability
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