BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Bayesian prediction in \(M/M/1\) queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical performance of a multiclass bulk production queueing system / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite time ruin probabilities with one Laplace inversion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The estimation of phase-type related functionals using Markov chain Monte Carlo methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate risk model of phase type / rank
 
Normal rank
Property / cites work
 
Property / cites work: A discussion of parameter and model uncertainty in insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Distribution of the Deficit at Ruin when Claims are Phase-type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4298912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Examples of fitting structured phase–type distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An investigation of phase-distribution moment-matching algorithms for use in queueing models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nineteen Dubious Ways to Compute the Exponential of a Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4363930 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reparameterisation issues in mixture modelling and their bearing on MCMC algorithms. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Meda: mixed erlang distributions as phase-type representations of empirical distribution functions. / rank
 
Normal rank

Latest revision as of 04:28, 29 June 2024

scientific article
Language Label Description Also known as
English
BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
scientific article

    Statements

    BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (English)
    0 references
    17 March 2009
    0 references
    Bayesian mixtures
    0 references
    heavy tails
    0 references
    multimodality
    0 references
    phase-type distributions
    0 references
    reversible jump MCMC
    0 references
    risk reserve processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references