TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE (Q5140080): Difference between revisions

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Latest revision as of 05:23, 24 July 2024

scientific article; zbMATH DE number 7285042
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English
TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE
scientific article; zbMATH DE number 7285042

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    TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE (English)
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    13 December 2020
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    two-part frequency-severity model
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    compound random effects model
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    Bregman divergence
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    Bayesian sensitivity analysis
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    model selection
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    prior elicitation
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    generalized linear model (GLM)
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    generalized Pareto (GP)
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