BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION |
scientific article |
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BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (English)
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17 March 2009
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Bayesian mixtures
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heavy tails
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multimodality
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phase-type distributions
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reversible jump MCMC
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risk reserve processes
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