Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics (Q5079112)
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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
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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25 May 2022
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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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