Most of the methods used to estimate claim frequency rates in general insurance have assumed that data are independent. However, it is not uncommon for information stored in the database of an insurance company to contain previous years' claim data from each policyholder. We consider the...

Non-normal mixture distributions have received increasing attention in recent years. Finite mixtures of multivariate skew-symmetric distributions, in particular, the skew normal and skew <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$t$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>t</mi> </math> </EquationSource> </InlineEquation>-mixture models, are emerging as promising extensions to the traditional normal and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$t$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>t</mi> </math> </EquationSource>...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

Finite mixtures of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the connection between them and their relative performance becomes...