Exponential Dispersion Models and Extensions: A Review
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Publication:4016428
DOI10.2307/1403498zbMATH Open0761.62097OpenAlexW2075357469MaRDI QIDQ4016428FDOQ4016428
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
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variance functionsreviewproper dispersion modelsscale transformationsexponential dispersion modelsanalysis of deviancerecent developmentssmall-dispersion asymptotics
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- Self-similarity and Lamperti convergence for families of stochastic processes
- Fitting Tweedie's compound poisson model to insurance claims data
- Credibility theory: A new view from the theory of second order optimal statistics.
- Exponential dispersion models
- 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
- Title not available (Why is that?)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- The theory of exponential dispersion models and analysis of deviance
- Credibility evaluation for the exponential dispersion family
- Asymptotic tail properties of the distributions in the class of dispersion models
- Sequential credibility evaluation for symmetric location claim distributions
- On Stochastic Approximation and Credibility
- Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails
- Exponential dispersion models and credibility
- Dispersion models for extremes
- 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
- Title not available (Why is that?)
- 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
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