Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data

DOI10.1080/03610918.2019.1699572OpenAlexW2994988054WikidataQ126572110 ScholiaQ126572110MaRDI QIDQ5083012

Min Deng, Mostafa S. Aminzadeh

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1699572

zbMATH Keywords

predictive densityvalue at riskconditional tail expectationgamma and inverse-gamma priorsWeibull-Pareto composite model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Modeling loss data using composite models
• Composite Lognormal–Pareto model with random threshold
• Model Selection and Multimodel Inference
• Bayesian estimators of the lognormal–Pareto composite distribution
• Bayes Factors
• Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution
• Modeling with Weibull-Pareto Models
• Modeling actuarial data with a composite lognormal-Pareto model

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