Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family

DOI10.2143/AST.39.2.2044643zbMath1180.91158OpenAlexW2156004652MaRDI QIDQ3653504

Daniel H. Alai, Mario V. Wüthrich

Publication date: 22 December 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.39.2.2044643

zbMATH Keywords

prediction errorexponential dispersion familymodel uncertaintypower variance functionclaims reservingTweedie's exponential dispersion models

Mathematics Subject Classification ID

Related Items (3)

Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach ⋮ Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development ⋮ A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

Cites Work

• A course in credibility theory and its applications
• Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
• An extended quasi-likelihood function
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Unnamed Item

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