Scale Mixtures Distributions in Insurance Applications

DOI10.2143/AST.33.1.1041zbMath1098.62566MaRDI QIDQ4661675

Chun Man Chan, S. T. Boris Choy

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

robustnessMarkov chain Monte Carlonormal distributioncredibilityGibbs samplerexponential power distributionStudent-\(t\) distributionscale mixtures of normal distributionspure premiumscale mixtures of uniform distributionsoutleirs

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions ⋮ A new look at the inverse Gaussian distribution with applications to insurance and economic data ⋮ Slash distributions, generalized convolutions, and extremes ⋮ Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties ⋮ Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions ⋮ Robust Bayesian analysis of loss reserving data using scale mixtures distributions ⋮ Robust linear mixed models for small area estimation ⋮ On \(p\)-generalized elliptical random processes

Cites Work

• Hierarchical models with scale mixtures of normal distributions
• Markov chains for exploring posterior distributions. (With discussion)
• Robust Bayesian Credibility Using Semiparametric Models
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