Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family
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Publication:3653504
DOI10.2143/AST.39.2.2044643zbMath1180.91158MaRDI QIDQ3653504
Daniel H. Alai, Mario V. Wüthrich
Publication date: 22 December 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.39.2.2044643
prediction error; exponential dispersion family; model uncertainty; power variance function; claims reserving; Tweedie's exponential dispersion models
62P05: Applications of statistics to actuarial sciences and financial mathematics
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