Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data

DOI10.1080/03610918.2019.1699572MaRDI QIDQ5083012zbMATH OpenOpenAlexWikidataFDO

Authors Min Deng, Mostafa S. Aminzadeh

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1699572

zbMATH Keywords

value at riskpredictive densityconditional tail expectationgamma and inverse-gamma priorsWeibull-Pareto composite model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A composite Exponential-Pareto distribution
• Bayes Factors
• Bayesian estimators of the lognormal-Pareto composite distribution
• Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution
• Composite lognormal-Pareto model with random threshold
• Loss models. From data to decisions
• Model Selection and Multimodel Inference
• Modeling actuarial data with a composite lognormal-Pareto model
• Modeling loss data using composite models
• Modeling with Weibull-Pareto models

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