Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics

DOI10.1080/03610926.2018.1520883MaRDI QIDQ5079112zbMATH OpenOpenAlexFDO

Authors Monir Goudarzi, Mohammad Zokaei

Publication date 25 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1520883

zbMATH Keywords

Bayesian diagnostic measurescale mixtures of multivariate normal distributionsheavy-tailed multivariate distributionsmultivariate loss reservingq-divergence measures

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Copula based Bayesian data analysis of loss reserving

Describes a project that uses

Uses Software

• BayesDA

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