Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution

DOI10.1080/03610926.2018.1440595OpenAlexW2791077906WikidataQ130173217 ScholiaQ130173217MaRDI QIDQ5078387

Min Deng, Mostafa S. Aminzadeh

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1440595

zbMATH Keywords

MLErisk measurespredictive densityBayesian-inferenceIG-Pareto composite density

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (3)

Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model ⋮ Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data ⋮ On the composite Lognormal–Pareto distribution with uncertain threshold

Cites Work

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• Bayesian estimators of the lognormal–Pareto composite distribution
• Modeling with Weibull-Pareto Models
• Modeling actuarial data with a composite lognormal-Pareto model

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