Robust Bayesian analysis of loss reserving data using scale mixtures distributions
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Publication:5138002
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Cites work
- scientific article; zbMATH DE number 3426675 (Why is no real title available?)
- scientific article; zbMATH DE number 3905641 (Why is no real title available?)
- scientific article; zbMATH DE number 410139 (Why is no real title available?)
- scientific article; zbMATH DE number 1085998 (Why is no real title available?)
- scientific article; zbMATH DE number 1522723 (Why is no real title available?)
- A normal scale mixture representation of the logistic distribution
- A note on bounded influence in Bayesian analysis
- Bayesian Estimation of Outstanding Claim Reserves
- Bayesian Measures of Model Complexity and Fit
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- Bayesian student-t stochastic volatility models via scale mixtures
- Claims Reserving Using Tweedie's Compound Poisson Model
- Claims reserving and generalised additive models
- Forecasting runoff triangles
- IBNR models with random delay distributions
- Lognormal mixed models for reported claims reserves
- Paid-incurred chain claims reserving method
- Prediction of Outstanding Claims: A Hierarchical Credibility Approach
- Principal Applications of Bayesian Methods in Actuarial Science
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
- SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
- Scale Mixtures Distributions in Insurance Applications
- Slice sampling. (With discussions and rejoinder)
Cited in
(12)- Copula based Bayesian data analysis of loss reserving
- A Bayesian analysis of clusters of extreme losses
- A new look at the inverse Gaussian distribution with applications to insurance and economic data
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- Modeling loss data using mixtures of distributions
- New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
- Ensemble distributional forecasting for insurance loss reserving
- Skew mixture models for loss distributions: a Bayesian approach
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
- Individual loss reserving with the multivariate skew normal framework
- Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
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