Nonlife ratemaking and risk management with Bayesian additive models for location, scale and shape
Year of publication: |
2013
|
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Authors: | Klein, Nadja ; Denuit, Michel ; Lang, Stefan ; Kneib, Thomas |
Publisher: |
Innsbruck : Univ. of Innsbruck, Inst. für Finanzwiss. |
Subject: | overdispersed count data | mixed Poisson regression | zero-inflated Poisson | Negative Binomial | zero-adjusted models | MCMC | probabilistic forecasts | Theorie | Theory | Generalisiertes lineares Modell | Generalized linear model | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Risikomanagement | Risk management | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process |
Extent: | Online-Ressource (49 S.) graph. Darst., Kt. |
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Series: | Working papers in economics and statistics. - Innsbruck : [Verlag nicht ermittelbar], ISSN 1993-6885, ZDB-ID 2467024-8. - Vol. 2013-24 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/101078 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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