Exponential Dispersion Models and Extensions: A Review

DOI10.2307/1403498MaRDI QIDQ4016428zbMATH OpenOpenAlexFDO

Authors Bent Jørgensen

Publication date 14 December 1992

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403498

zbMATH Keywords

variance functionsreviewproper dispersion modelsscale transformationsexponential dispersion modelsanalysis of deviancerecent developmentssmall-dispersion asymptotics

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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(27)

• Self-similarity and Lamperti convergence for families of stochastic processes
• Credibility theory: A new view from the theory of second order optimal statistics.
• Fitting Tweedie's compound poisson model to insurance claims data
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• Structural, continuity, and asymptotic properties of a branching particle system
• Contaminated Exponential Dispersion Loss Models
• A note on the properties of the reproductive dispersion model
• Second-order minimax estimation of the mean value for exponential dispersion models
• On credibility evaluation and the tail area of the exponential dispersion family
• scientific article; zbMATH DE number 4070022 (Why is no real title available?)
• Joint estimation and variable selection for mean and dispersion in proper dispersion models
• Credibility evaluation for the exponential dispersion family
• The theory of exponential dispersion models and analysis of deviance
• Sequential credibility evaluation for symmetric location claim distributions
• Asymptotic tail properties of the distributions in the class of dispersion models
• On Stochastic Approximation and Credibility
• Dispersion models for extremes
• Exponential dispersion models and credibility
• Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails
• Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
• Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter
• Principal Applications of Bayesian Methods in Actuarial Science
• scientific article; zbMATH DE number 4082773 (Why is no real title available?)
• Bessel regression model: Robustness to analyze bounded data
• Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models
• A Cape Cod model for the exponential dispersion family
• On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem

Describes a project that uses

Uses Software

• GLIM

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