Objective Bayesian modelling of insurance risks with the skewed Student‐t distribution

DOI10.1002/ASMB.2227zbMath1420.91137arXiv1607.04796OpenAlexW2963901594MaRDI QIDQ4620196

Fabrizio Leisen, Cristiano Villa, J. Miguel Marín

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.04796

zbMATH Keywords

objective Bayesinsurance lossesskewed Student-\(t\) distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

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