Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution (Q3395771)
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scientific article; zbMATH DE number 5603464
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| English | Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution |
scientific article; zbMATH DE number 5603464 |
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Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution (English)
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13 September 2009
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Bayesian approach
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state space model
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threshold model
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scale mixtures of uniform distribution
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deviance information criterion
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0.9075363874435424
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0.879213809967041
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0.800079882144928
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0.7822032570838928
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0.7724461555480957
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