Dirichlet process mixture models for insurance loss data (Q4583621): Difference between revisions

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+Modeling loss data using composite models
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+“Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003
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+Ferguson distributions via Polya urn schemes
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+Robust and Efficient Fitting of Loss Models
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+Folded and log-folded-<i>t</i>distributions as models for insurance loss data
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+Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’
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+Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
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+Modeling claims data with composite Stoppa models
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+Modeling actuarial data with a composite lognormal-Pareto model
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+Bayesian estimators of the lognormal–Pareto composite distribution
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+Q5434185
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+Q4343010
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+Bayesian Density Estimation and Inference Using Mixtures
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+A Bayesian analysis of some nonparametric problems
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+Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
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+Posterior convergence rates of Dirichlet mixtures at smooth densities
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+Modelling Heterogeneity With and Without the Dirichlet Process
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+A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims
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+Slice sampling mixture models
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+Loss Models
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+Q5489392
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+On a class of Bayesian nonparametric estimates: I. Density estimates
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+Estimating normal means with a conjugate style dirichlet process prior
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+Finite mixture models
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+Nonparametric Bayesian data analysis
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+New composite models for the Danish fire insurance data
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+New Folded Models for the Log-Transformed Norwegian Fire Claim Data
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+Composite Lognormal–Pareto model with random threshold
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+On composite lognormal-Pareto models
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+Regarding folded models and the paper by Brazauskas and Kleefeld (2011)
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+Q4839399
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+Statistical learning and selective inference
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+Q3580559
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+Kullback Leibler property of kernel mixture priors in Bayesian density estimation
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