2 papers
stat.AP2019
A new perspective from a Dirichlet model for forecasting outstanding liabilities of nonlife insurers
Karthik Sriram, Peng Shi
Forecasting the outstanding claim liabilities to set adequate reserves is critical for a nonlife insurer's solvency. Chain-Ladder and Bornhuetter-Ferguson are two prominent actuari…
math.ST2018
On posterior concentration rates for Bayesian quantile regression based on the misspecified asymmetric Laplace likelihood
Karthik Sriram, R. V. Ramamoorthi
The asymmetric Laplace density (ALD) is used as a working likelihood for Bayesian quantile regression. Sriram et al.(2013) derived posterior consistency for Bayesian linear quantil…