Bayesian credibility premium with GB2 copulas
DOI10.1515/DEMO-2020-0009zbMATH Open1457.62158OpenAlexW3121949725MaRDI QIDQ828062FDOQ828062
Authors: Himchan Jeong, Emiliano A. Valdez 
Publication date: 14 January 2021
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2020-0009
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Cites Work
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- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- Statistical decision theory and Bayesian analysis. 2nd ed
- Understanding Relationships Using Copulas
- Parametric Empirical Bayes Inference: Theory and Applications
- A course in credibility theory and its applications
- Regression models for positive random variables
- A generalized beta copula with applications in modeling multivariate long-tailed data
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