Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
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Publication:5123191
DOI10.1080/03461238.2019.1711154zbMath1448.91261OpenAlexW2998881500WikidataQ126377865 ScholiaQ126377865MaRDI QIDQ5123191
Publication date: 28 September 2020
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2019.1711154
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Actuarial mathematics (91G05)
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An empirical Bayes approach to incorporating demand intermittency and irregularity into inventory control ⋮ A nonparametric sequential learning procedure for estimating the pure premium ⋮ Conformal Prediction Credibility Intervals ⋮ Valid Model-Free Prediction of Future Insurance Claims ⋮ Sample Size Determination for Credibility Estimation
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