Skew mixture models for loss distributions: a Bayesian approach

DOI10.1016/j.insmatheco.2012.08.002zbMath1285.62027OpenAlexW2130096227MaRDI QIDQ2447415

Lea Petrella, Antonello Maruotti, Mauro Bernardi

Publication date: 25 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/39826/1/MPRA_paper_39826.pdf

zbMATH Keywords

Bayesian analysisMarkov chain Monte Carlomixture modelskew-normal distributionsloss distributionDanish data

Mathematics Subject Classification ID

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