Bayesian credibility premium with GB2 copulas (Q828062)
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scientific article; zbMATH DE number 7294491
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian credibility premium with GB2 copulas |
scientific article; zbMATH DE number 7294491 |
Statements
Bayesian credibility premium with GB2 copulas (English)
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14 January 2021
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hierarchical models
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Bayesian posterior
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insurance credibility
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generalized beta of the second kind (GB2) and its copula
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generalized Pareto (GP)
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0.8330183625221252
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0.82273268699646
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0.8012840151786804
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0.7919381856918335
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