Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution (Q3395771)

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Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution
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    Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution (English)
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    13 September 2009
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    Bayesian approach
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    state space model
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    threshold model
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    scale mixtures of uniform distribution
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    deviance information criterion
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