On the Bayesian generalized extreme value mixture autoregressive model with adjusted SNR in non-standard actuarial data
This research introduces the Generalized Extreme Value Mixture Autoregressive (GEVMAR) model as an innovative approach for examining non-standard actuarial datasets within general insurance. Information concerning claim reserves often reveals notable volatility and multimodal distributions, attribut...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-06-01
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| Series: | MethodsX |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2215016124005466 |
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