On the contaminated exponential distribution: A theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers

作者：

Highlights：

• Contaminated exponential (CE) distribution as an alternative platform for analyzing positive-valued insurance dataset.

• Bayesian estimates of the contaminated CE distribution.

• Real examples of insurance claim data with various sample sizes.

摘要

•Contaminated exponential (CE) distribution as an alternative platform for analyzing positive-valued insurance dataset.•Bayesian estimates of the contaminated CE distribution.•Real examples of insurance claim data with various sample sizes.

论文关键词：Outliers,Contaminated exponential distribution,Mixture model,Insurance and claims data,Bayesian analysis,Gibbs sampler

论文评审过程：Received 21 March 2020, Revised 22 July 2020, Accepted 27 September 2020, Available online 5 October 2020, Version of Record 5 October 2020.

论文官网地址：https://doi.org/10.1016/j.amc.2020.125712