Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter
DOI10.1080/03461238.2014.926977zbMATH Open1401.91210OpenAlexW2000387616MaRDI QIDQ4576972FDOQ4576972
David A. Stanford, Amin Hassan Zadeh
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2014.926977
Markov chainsphase-type distributionscredibility theorycredibility premiumBayesian premiumBühlmann credibilityuniformizaton
Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on general state spaces (60J25)
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Cited In (3)
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