Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
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 |
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