Bayesian multivariate mixed poisson models with copula-based mixture
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Pengcheng ; CalderÃn-Ojeda, Enrique ; Li, Shuanming ; Wu, Xueyuan |
Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 27.2023, 3, p. 560-578
|
Subject: | Bayes-Statistik | Bayesian inference | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
-
Pipien, Mateusz, (2016)
-
Bayesian Inference in Multivariate Stable Distributions Using Copulae
Tsionas, Efthymios G., (2013)
-
Bayesian inference for multivariate copulas using pair-copula constructions
Min, Aleksey, (2010)
- More ...
-
On the Type I multivariate zero-truncated hurdle model with applications in health insurance
Zhang, Pengcheng, (2020)
-
A new multivariate zero-inflated hurdle model with applications in automobile insurance
Zhang, Pengcheng, (2022)
-
Matrix-form recursions for a family of compound distributions
Wu, Xueyuan, (2009)
- More ...