Testing for random effects in compound risk models via Bregman divergence
by Himchan Jeong
| Year of publication: |
2020
|
|---|---|
| Authors: | Jeong, Himchan |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 3, p. 777-798
|
| Subject: | Bayesian sensitivity analysis | Bregman divergence | compound random effects model | generalized linear model (GLM) | generalized Pareto (GP) | model selection | prior elicitation | Two-part frequency-severity model | Schätztheorie | Estimation theory | Mehrebenenanalyse | Multi-level analysis | Bayes-Statistik | Bayesian inference | Sensitivitätsanalyse | Sensitivity analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.19 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307396