Exponential dispersion models and credibility
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Recommendations
- Credibility evaluation for the exponential dispersion family
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Cites work
- Bayesian Inference for Stable Distributions
- Conjugate priors for exponential families
- Exponential Dispersion Models and Extensions: A Review
- Fitting Tweedie's compound poisson model to insurance claims data
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 107531 (Why is no real title available?)
- scientific article; zbMATH DE number 3498321 (Why is no real title available?)
- scientific article; zbMATH DE number 3434940 (Why is no real title available?)
- scientific article; zbMATH DE number 194933 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- scientific article; zbMATH DE number 3319139 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Minimum variance unbiased estimation in natural exponential families generated by stable distributions
- Natural exponential families with quadratic variance functions
- Natural exponential families with quadratic variance functions: Statistical theory
- Natural real exponential families with cubic variance functions
- On polynomial variance functions
- Papers on probability, statistics and statistical physics. Ed. by R. D. Rosenkrantz
- Prior Probabilities
- Reproducibility and natural exponential families with power variance functions
- Stable Distributions in Statistical Inference: 1. Symmetric Stable Distributions Compared to Other Symmetric Long-Tailed Distributions
- Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
- The Lindsay transform of natural exponential families
Cited in
(24)- Credibility evaluation for the exponential dispersion family
- Sequential credibility evaluation for symmetric location claim distributions
- Credibility theory: A new view from the theory of second order optimal statistics.
- On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem
- Bayesian credibility for GLMs
- A Cape Cod model for the exponential dispersion family
- Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims
- Exact credibility reference Bayesian premiums
- Second-order Bayesian revision of a generalised linear model
- On Stochastic Approximation and Credibility
- Bayesian chain ladder models
- Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter
- The generalized exponential family of distributions and its characteristics
- Credibility premiums for natural exponential family and general 0-1 loss function
- Intrinsic objective Bayesian estimation of the mean of the Tweedie family
- Sequential Quasi-Credibility for Scale Dispersion Models
- Contaminated Exponential Dispersion Loss Models
- Principal Applications of Bayesian Methods in Actuarial Science
- Identifiability problems related with credibility: a survey with applications
- On credibility evaluation and the tail area of the exponential dispersion family
- Second-order minimax estimation of the mean value for exponential dispersion models
- Credibility estimators with dependence structure over risks and time under balanced loss function
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions
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