Modelling insurance losses using contaminated generalised beta Type-II distribution
By J. S. K. Chan, S. T. B. Choy, U. E. Makov, Z. Landsman
| Year of publication: |
2018
|
|---|---|
| Authors: | Chan, J. S. K. ; Choy, S. T. B. ; Makov, U. E. ; Landsman, Z. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 2, p. 871-904
|
| Subject: | Loss distribution | generalised beta type-II distribution | contaminated mixture distribution | Bayesian MCMC | Value-at-Risk | tail conditional expectation | EM algorithm | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Betafaktor | Beta risk | Wahrscheinlichkeitsrechnung | Probability theory | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Verlust | Loss |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.37 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011875920