Robust Bayesian analysis of loss reserving data using scale mixtures distributions

DOI10.1080/02664763.2015.1063115OpenAlexW1813521933MaRDI QIDQ5138002

Udi E. Makov, S. T. Boris Choy, Jennifer So-Kuen Chan

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1063115

zbMATH Keywords

robustnessheavy-tailed distributionsGibbs samplerscale mixtures of normalOpenBUGSloss reserving modelscale mixtures of uniform

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

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

Uses Software

• WinBUGS
• BUGS

Cites Work

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