Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
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Publication:2513593
DOI10.1016/j.insmatheco.2013.07.001zbMath1304.91100OpenAlexW2015005658MaRDI QIDQ2513593
A. X. D. Dong, Jennifer So-Kuen Chan
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.07.001
Bayesian analysisthreshold modelstate space modelmixture distributiongeneralized beta distributionloss reserve
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