Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
Year of publication: |
2013
|
---|---|
Authors: | Dong, Alice Xiaodan D. ; Chan, Jennifer So-kuen |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 2, p. 355-365
|
Subject: | Generalized beta distribution | Bayesian analysis | State space model | Threshold model | Mixture distribution | Loss reserve | Theorie | Theory | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution | Zustandsraummodell |
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