Listar por autor "Lopes, Hedibert F."
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Bayesian estimation of ruin probabilities with heterogeneous and heavy-tailed insurance claim size distribution
Ausín, M. Concepción; Lopes, Hedibert F. (2007-08-09)This paper describes a Bayesian approach to make inference for risk reserve processes with unknown claim size distribution. A flexible model based on mixtures of Erlang distributions is proposed to approximate the special ...