BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905)
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scientific article; zbMATH DE number 5529672
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| English | BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION |
scientific article; zbMATH DE number 5529672 |
Statements
BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (English)
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17 March 2009
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Bayesian mixtures
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heavy tails
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multimodality
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phase-type distributions
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reversible jump MCMC
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risk reserve processes
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0.8543114066123962
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0.8160834312438965
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0.805514395236969
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0.7877950668334961
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0.7870838046073914
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