Distribution mixing in N and parametric credibility

MaRDI QIDQ3370131zbMATH OpenFDO

Authors Daniel Pierre-Loti-Viaud

Publication date 6 February 2006

zbMATH Keywords

distribution mixing in \(\mathbb N\)parametric credibility

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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(2)

• Hierarchical generalized linear models, correlation and a posteriori ratemaking
• The structure of the distribution of a couple of observable random variables in credibility theory

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