Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
DOI10.1080/03610926.2018.1520883OpenAlexW2903161164MaRDI QIDQ5079112FDOQ5079112
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
Bayesian diagnostic measurescale mixtures of multivariate normal distributionsheavy-tailed multivariate distributionsmultivariate loss reservingq-divergence measures
Cites Work
- Inference from iterative simulation using multiple sequences
- Bayesian data analysis.
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Bayesian Measures of Model Complexity and Fit
- Computational and Inferential Difficulties with Mixture Posterior Distributions
- Deviance information criteria for missing data models
- Monte Carlo methods in Bayesian computation
- Stochastic claims reserving methods in insurance
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Title not available (Why is that?)
- Monte Carlo sampling methods using Markov chains and their applications
- A general class of multivariate skew-elliptical distributions
- Title not available (Why is that?)
- Equation of state calculations by fast computing machines
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
- On the Bayesian estimation and influence diagnostics for the Weibull-negative-binomial regression model with cure rate under latent failure causes
- Bayesian Case Influence Diagnostics for Survival Models
- A Bayesian log-normal model for multivariate loss reserving
- Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population
- SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
- The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
- A general multivariate chain ladder model
- Multivariate loss prediction in the multivariate additive model
- Bayesian nonparametric predictive modeling of group health claims
- Rank-based methods for modeling dependence between loss triangles
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Modeling accounting year dependence in runoff triangles
- A copula regression for modeling multivariate loss triangles and quantifying reserving variability
- Paid-incurred chain reserving method with dependence modeling
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions
Cited In (1)
Uses Software
This page was built for publication: Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5079112)
