Pages that link to "Item:Q746345"
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The following pages link to Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models (Q746345):
Displaying 16 items.
- cplm (Q36217) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- The facts on the ground: evaluating humanitarian fleet management policies using simulation (Q2030314) (← links)
- Approximate Bayesian computations to fit and compare insurance loss models (Q2234770) (← links)
- A non-negative matrix factorization model based on the zero-inflated Tweedie distribution (Q2358929) (← links)
- Bayesian hierarchical modelling of continuous non‐negative longitudinal data with a spike at zero: An application to a study of birds visiting gardens in winter (Q2802562) (← links)
- BAYESIAN ANALYSIS OF BIG DATA IN INSURANCE PREDICTIVE MODELING USING DISTRIBUTED COMPUTING (Q4563820) (← links)
- AUTOMATIC RELEVANCE DETERMINATION IN NONNEGATIVE MATRIX FACTORIZATION BASED ON A ZERO-INFLATED COMPOUND POISSON-GAMMA DISTRIBUTION (Q4606377) (← links)
- Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- Modeling Malicious Hacking Data Breach Risks (Q5027904) (← links)
- Group regularization for zero-inflated poisson regression models with an application to insurance ratemaking (Q5036649) (← links)
- Tweedie gradient boosting for extremely unbalanced zero-inflated data (Q5042144) (← links)
- Flexible Tweedie regression models for continuous data (Q5106916) (← links)
- Spatial Tweedie exponential dispersion models: an application to insurance rate-making (Q5861819) (← links)
