Bayesian Inference for the Loss Models via Mixture Priors
Constructing an accurate model for insurance losses is a challenging task. Researchers have developed various methods to model insurance losses, such as composite models. Composite models combine two distributions: one for part of the data with small and high frequencies and the other for large valu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-08-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/11/9/156 |