Unconditional distributions obtained from conditional specification models with applications in risk theory
Year of publication: |
2012
|
---|---|
Authors: | Gómez-Déniz, Emilio ; Calderín-Ojeda, Enrique |
Publisher: |
Melbourne : Centre for Actuarial Studies, Fac. of Economics & Commerce, the Univ. of Melbourne |
Subject: | Risiko | Risk | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Generalisiertes lineares Modell | Generalized linear model |
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