Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
Nadja Klein; Michel Denuit; Stefan Lang; Thomas Kneib
| Year of publication: |
2014
|
|---|---|
| Authors: | Klein, Nadja ; Denuit, Michel ; Lang, Stefan ; Kneib, Thomas |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 225-249
|
| 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 | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management |
| Extent: | graph. Darst., Kt. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010366171