Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics

DOI10.1080/03610926.2018.1520883OpenAlexW2903161164MaRDI QIDQ5079112

Publication date: 25 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1520883

zbMATH Keywords

Bayesian diagnostic measure scale mixtures of multivariate normal distributions heavy-tailed multivariate distributions multivariate loss reserving q-divergence measures

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

BayesDA

Cites Work

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