Testing for random effects in compound risk models via Bregman divergence (Q5140080)
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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 |
Statements
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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0.7582315802574158
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0.7475295066833496
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0.7398855686187744
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0.7388343214988708
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0.7258867621421814
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