Bayesian credibility under a bivariate prior on the frequency and the severity of claims
Eric C.K. Cheung, Weihong Ni, Rosy Oh, Jae-Kyung Woo
| Year of publication: |
2021
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|---|---|
| Authors: | Cheung, Eric C. K. ; Ni, Weihong ; Oh, Rosy ; Woo, Jae-Kyung |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 274-295
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| Subject: | Bayesian credibility | Bivariate beta | Bivariate conjugate prior | Bivariate mixed Erlang | Exponential family | Bayes-Statistik | Bayesian inference | Wahrscheinlichkeitsrechnung | Probability theory | Glaubwürdigkeit | Credibility | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622393