Skew mixture models for loss distributions: a Bayesian approach (Q2447415): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2130096227
@@ Property / OpenAlex ID: W2130096227 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of models for heavy tailed distributions in finance and insurance risk
+Normal rank
@@ Property / cites work @@
+On the ergodicity properties of some adaptive MCMC algorithms
+Normal rank
@@ Property / cites work @@
+Q3703094
@@ Property / cites work: Q3703094 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian inference for the skewness parameter of the scalar skew-normal distribution
+Normal rank
@@ Property / cites work @@
+Risk measures for skew normal mixtures
@@ Property / cites work: Risk measures for skew normal mixtures / rank @@
+Normal rank
@@ Property / cites work @@
+Skewed bivariate models and nonparametric estimation for the CTE risk measure
+Normal rank
@@ Property / cites work @@
+Computational and Inferential Difficulties with Mixture Posterior Distributions
+Normal rank
@@ Property / cites work @@
+Modeling actuarial data with a composite lognormal-Pareto model
+Normal rank
@@ Property / cites work @@
+Q4298912
@@ Property / cites work: Q4298912 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+A dynamical mixture model for unsupervised tail estimation without threshold selection
+Normal rank
@@ Property / cites work @@
+Finite mixture and Markov switching models.
@@ Property / cites work: Finite mixture and Markov switching models. / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions
+Normal rank
@@ Property / cites work @@
+Q4681954
@@ Property / cites work: Q4681954 / rank @@
+Normal rank
@@ Property / cites work @@
+Contemporary Bayesian Econometrics and Statistics
@@ Property / cites work: Contemporary Bayesian Econometrics and Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive Metropolis algorithm
@@ Property / cites work: An adaptive Metropolis algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
+Normal rank
@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Model-based clustering of multivariate skew data with circular components and missing values
+Normal rank
@@ Property / cites work @@
+A note on reference priors for the scalar skew-normal distribution
+Normal rank
@@ Property / cites work @@
+Equation of State Calculations by Fast Computing Machines
+Normal rank
@@ Property / cites work @@
+Q4363930
@@ Property / cites work: Q4363930 / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
+Normal rank
@@ Property / cites work @@
+Q4865954
@@ Property / cites work: Q4865954 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of multivariate skew distributions with applications to bayesian regression models
+Normal rank
@@ Property / cites work @@
+On composite lognormal-Pareto models
@@ Property / cites work: On composite lognormal-Pareto models / rank @@
+Normal rank