The following pages link to (Q4023132):
Displaying 40 items.
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
- Actuarial statistics with generalized linear mixed models (Q865610) (← links)
- A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework (Q882932) (← links)
- Credibility evaluation for the exponential dispersion family (Q1293808) (← links)
- A longitudinal data analysis interpretation of credibility models (Q1302128) (← links)
- Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction (Q1621675) (← links)
- A review of Bayesian asymptotics in general insurance applications (Q1707556) (← links)
- The Esscher premium principle in risk theory: A Bayesian sensitivity study (Q1974036) (← links)
- Bayesian nonparametric predictive modeling of group health claims (Q2260939) (← links)
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
- Claim dependence with common effects in credibility models (Q2499841) (← links)
- On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums (Q2507615) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
- Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
- Equity and Credibility (Q2739858) (← links)
- Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk (Q3019827) (← links)
- BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS (Q3084599) (← links)
- Exchangeable claim sizes in a compound Poisson-type process (Q3103175) (← links)
- Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model (Q3395774) (← links)
- Bayesian prediction with an asymmetric criterion in a nonparametric model of insurance risk (Q3409013) (← links)
- A Bayesian analysis of clusters of extreme losses (Q3439747) (← links)
- Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach (Q3592030) (← links)
- Exponential dispersion models and credibility (Q4235018) (← links)
- Credibility using a loss function from Spline theory (Q4367770) (← links)
- International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors (Q4661660) (← links)
- Scale Mixtures Distributions in Insurance Applications (Q4661675) (← links)
- Claims Reserving When There Are Negative Values in the Runoff Triangle (Q5018729) (← links)
- Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance (Q5379160) (← links)
- A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims (Q5379218) (← links)
- On the stochastic increasingness of future claims in the Bühlmann linear credibility premium (Q5422806) (← links)
- A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance (Q5444992) (← links)
- Bayesian Estimation of Outstanding Claim Reserves (Q5715889) (← links)
- Comparing Credibility Estimates of Health Insurance Claims Costs (Q5716005) (← links)
- Credibility Using Copulas (Q5716024) (← links)
- Actuarial Modeling with MCMC and BUGs (Q5718207) (← links)
- On credibility evaluation and the tail area of the exponential dispersion family (Q5938031) (← links)
- A discussion of parameter and model uncertainty in insurance (Q5938033) (← links)
- The arctan family of distributions: New results with applications (Q6066372) (← links)
