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  • Search: subject:"Danish data"
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Year of publication
Subject
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Bayesian analysis 2 Danish data 2 Loss distribution 2 Markov chain Monte Carlo 2 Skew-Normal distributions 2 Mixture model 1 mixture model 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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Undetermined 2
Author
All
Bernardi, Mauro 2 Maruotti, Antonello 2 Lea, Petrella 1 Petrella, Lea 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Insurance: Mathematics and Economics 1 MPRA Paper 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Skew mixture models for loss distributions: a Bayesian approach
Bernardi, Mauro; Maruotti, Antonello; Lea, Petrella - Volkswirtschaftliche Fakultät, … - 2012
The derivation of loss distribution from insurance data is a very interesting research topic but at the same time not an easy task. To find an analytic solution to the loss distribution may be mislading although this approach is frequently adopted in the actuarial literature. Moreover, it is...
Persistent link: https://www.econbiz.de/10011113409
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Cover Image
Skew mixture models for loss distributions: A Bayesian approach
Bernardi, Mauro; Maruotti, Antonello; Petrella, Lea - In: Insurance: Mathematics and Economics 51 (2012) 3, pp. 617-623
The derivation of loss distribution from insurance data is a very interesting research topic but at the same time not an easy task. To find an analytic solution to the loss distribution may be misleading although this approach is frequently adopted in the actuarial literature. Moreover, it is...
Persistent link: https://www.econbiz.de/10010594523
Saved in:
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