Testing for random effects in compound risk models via Bregman divergence
Year of publication: |
2020
|
---|---|
Authors: | Jeong, Himchan |
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 | Theorie | Theory | Sensitivitätsanalyse | Sensitivity analysis | Bayes-Statistik | Bayesian inference | Mehrebenenanalyse | Multi-level analysis | Statistische Methodenlehre | Statistical theory |
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