On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers

DOI10.1016/j.amc.2020.125712OpenAlexW3091426128WikidataQ115598104 ScholiaQ115598104MaRDI QIDQ2662550

Mehdi Jabbari Nooghabi, Kheirolah Okhli

Publication date: 14 April 2021

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2020.125712

zbMATH Keywords

outliersBayesian analysisGibbs samplermixture modelcontaminated exponential distributioninsurance and claims data

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Bayesian inference (62F15) Probability distributions: general theory (60E05) Actuarial mathematics (91G05)

Related Items (1)

On the three-component mixture of exponential distributions: a Bayesian framework to model data with multiple lower and upper outliers

Uses Software

• WinBUGS
• BayesDA

Cites Work

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