Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics (Q5079112): Difference between revisions

Latest revision as of 03:13, 29 July 2024

scientific article; zbMATH DE number 7532181

Language	Label	Description	Also known as
English	Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics	scientific article; zbMATH DE number 7532181

Statements

instance of

scholarly article

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title

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

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Communications in Statistics - Theory and Methods

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publication date

25 May 2022

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zbMATH Keywords

multivariate loss reserving

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Bayesian diagnostic measure

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heavy-tailed multivariate distributions

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scale mixtures of multivariate normal distributions

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q-divergence measures

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describes a project that uses

BayesDA

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2018.1520883

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cites work

Q4768455

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A general class of multivariate skew-elliptical distributions

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The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles

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Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population

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Computational and Inferential Difficulties with Mixture Posterior Distributions

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Deviance information criteria for missing data models

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Monte Carlo methods in Bayesian computation

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Bayesian Case Influence Diagnostics for Survival Models

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SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING

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Robust Bayesian analysis of loss reserving data using scale mixtures distributions

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Q3747504

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Rank-based methods for modeling dependence between loss triangles

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Q5539510

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Bayesian nonparametric predictive modeling of group health claims

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Q2873072

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Inference from iterative simulation using multiple sequences

0 references

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

0 references

Q4864274

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PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING

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Monte Carlo sampling methods using Markov chains and their applications

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Multivariate loss prediction in the multivariate additive model

0 references

The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models

0 references

Equation of State Calculations by Fast Computing Machines

0 references

Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty

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Modeling accounting year dependence in runoff triangles

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A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY

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A Bayesian Log-Normal Model for Multivariate Loss Reserving

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Q4272782

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Bayesian Measures of Model Complexity and Fit

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Q2896198

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Q2852072

0 references

On the Bayesian estimation and influence diagnostics for the Weibull-Negative-Binomial regression model with cure rate under latent failure causes

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A general multivariate chain ladder model

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Identifiers

DOI

10.1080/03610926.2018.1520883

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5079112

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2018.1520883
+Normal rank
@@ Property / OpenAlex ID @@
+W2903161164
@@ Property / OpenAlex ID: W2903161164 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4768455
@@ Property / cites work: Q4768455 / rank @@
+Normal rank
@@ Property / cites work @@
+A general class of multivariate skew-elliptical distributions
+Normal rank
@@ Property / cites work @@
+The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population
+Normal rank
@@ Property / cites work @@
+Computational and Inferential Difficulties with Mixture Posterior Distributions
+Normal rank
@@ Property / cites work @@
+Deviance information criteria for missing data models
+Normal rank
@@ Property / cites work @@
+Monte Carlo methods in Bayesian computation
@@ Property / cites work: Monte Carlo methods in Bayesian computation / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Case Influence Diagnostics for Survival Models
+Normal rank
@@ Property / cites work @@
+SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
+Normal rank
@@ Property / cites work @@
+Robust Bayesian analysis of loss reserving data using scale mixtures distributions
+Normal rank
@@ Property / cites work @@
+Q3747504
@@ Property / cites work: Q3747504 / rank @@
+Normal rank
@@ Property / cites work @@
+Rank-based methods for modeling dependence between loss triangles
+Normal rank
@@ Property / cites work @@
+Q5539510
@@ Property / cites work: Q5539510 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian nonparametric predictive modeling of group health claims
+Normal rank
@@ Property / cites work @@
+Q2873072
@@ Property / cites work: Q2873072 / rank @@
+Normal rank
@@ Property / cites work @@
+Inference from iterative simulation using multiple sequences
+Normal rank
@@ Property / cites work @@
+Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
+Normal rank
@@ Property / cites work @@
+Q4864274
@@ Property / cites work: Q4864274 / rank @@
+Normal rank
@@ Property / cites work @@
+PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+Multivariate loss prediction in the multivariate additive model
+Normal rank
@@ Property / cites work @@
+The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
+Normal rank
@@ Property / cites work @@
+Equation of State Calculations by Fast Computing Machines
+Normal rank
@@ Property / cites work @@
+Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
+Normal rank
@@ Property / cites work @@
+Modeling accounting year dependence in runoff triangles
+Normal rank
@@ Property / cites work @@
+A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY
+Normal rank
@@ Property / cites work @@
+A Bayesian Log-Normal Model for Multivariate Loss Reserving
+Normal rank
@@ Property / cites work @@
+Q4272782
@@ Property / cites work: Q4272782 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Measures of Model Complexity and Fit
@@ Property / cites work: Bayesian Measures of Model Complexity and Fit / rank @@
+Normal rank
@@ Property / cites work @@
+Q2896198
@@ Property / cites work: Q2896198 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2852072
@@ Property / cites work: Q2852072 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Bayesian estimation and influence diagnostics for the Weibull-Negative-Binomial regression model with cure rate under latent failure causes
+Normal rank
@@ Property / cites work @@
+A general multivariate chain ladder model
@@ Property / cites work: A general multivariate chain ladder model / rank @@
+Normal rank