A Heavy-Tailed and Overdispersed Collective Risk Model-Reference-Cited by-同舟云学术

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A Heavy-Tailed and Overdispersed Collective Risk Model

Published:2021-08-04 Issue: Volume: Page:1-13
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Chiroque-Solano Pamela M.¹^ORCID,Moura Fernando Antônio da S.¹^ORCID

Affiliation:

1. Department of Statistics, Federal University of Rio de Janeiro, Rio De Janeiro, Brazil

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2021.1943451

Reference31 articles.

1. Bayesian Robustness Modelling of Location and Scale Parameters

2. Bühlmann, H., and A. Gisler. 2005. A course in credibility theory and its applications. Berlin, Germany: Springer. https://www.springer.com/gp/book/9783540257530

3. Dynamic credibility with outliers and missing observations

4. Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review

5. Bayesian robustness to outliers in linear regression and ratio estimation

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance;European Actuarial Journal;2024-08-30

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