Bayesian Inference for the Loss Models via Mixture Priors
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- Abu Bakar, S.A. & Hamzah, N.A. & Maghsoudi, M. & Nadarajah, S., 2015. "Modeling loss data using composite models," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 146-154.
- M. S. Aminzadeh & M. Deng, 2019. "Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(8), pages 1938-1954, April.
- Miljkovic, Tatjana & Grün, Bettina, 2016. "Modeling loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 387-396.
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Keywords
Bayesian estimation; composite model; mixture prior distribution; mixture posterior distribution; Bayes factor; marginal likelihood;All these keywords.
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