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Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter - MaRDI portal

Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter (Q4576972)

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scientific article; zbMATH DE number 6901757
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Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter
scientific article; zbMATH DE number 6901757

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    Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter (English)
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    11 July 2018
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    credibility theory
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    credibility premium
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    Bayesian premium
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    Bühlmann credibility
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    uniformizaton
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    phase-type distributions
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    Markov chains
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