MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION (Q4562958)
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scientific article; zbMATH DE number 6881268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION |
scientific article; zbMATH DE number 6881268 |
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MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION (English)
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6 June 2018
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loss distribution
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generalised beta type-II distribution
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contaminated mixture distribution
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Bayesian MCMC
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value-at-risk
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tail conditional expectation
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EM algorithm
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