Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data (Q5083012)

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scientific article; zbMATH DE number 7545886
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Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data
scientific article; zbMATH DE number 7545886

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    Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data (English)
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    21 June 2022
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    conditional tail expectation
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    gamma and inverse-gamma priors
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    predictive density
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    value at risk
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    Weibull-Pareto composite model
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