A Bayesian analysis of clusters of extreme losses

DOI10.1002/ASMB.625MaRDI QIDQ3439747zbMATH OpenOpenAlexFDO

Authors Beatriz Vaz de Melo Mendes

Publication date 29 May 2007

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.625

zbMATH Keywords

Bayesian analysisclustersextreme lossesreinsurance

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• An introduction to statistical modeling of extreme values
• Anticipating Catastrophes through Extreme Value Modelling
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 107531 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)

Cited in

(7)

• Bayesian analysis of compound loss distributions
• Modeling claim exceedances over thresholds.
• Mixtures of tails in clustered automobile collision claims
• Bayesian analysis of aggregate loss models
• scientific article; zbMATH DE number 2054512 (Why is no real title available?)
• On excess-of-loss reinsurance
• Regression Models for Bivariate Loss Data

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