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Robust Bayesian Analysis of Loss Reserves Data using Scale Mixture Distributions

Robust Bayesian Analysis of Loss Reserves Data using Scale Mixture Distributions. Boris Choy (boris.choy@uts.edu.au) Department of Mathematical Sciences University of Technology Sydney, Australia Collaborators: Udi E. Makov and Jennifer S.K. Chan. Outline. Loss Reserve Data

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Robust Bayesian Analysis of Loss Reserves Data using Scale Mixture Distributions