Regression Models for Bivariate Loss Data

DOI10.1080/10920277.2002.10596065zbMath1084.62548OpenAlexW2322592970MaRDI QIDQ5715894

David P. M. Scollnik

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2002.10596065

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Bayesian inference (62F15) Linear inference, regression (62J99)

Related Items (3)

Fuzzy formulation of the Lee-Carter model for mortality forecasting ⋮ A class of bivariate regression models for discrete and/or continuous responses ⋮ Second-order Bayesian revision of a generalised linear model

Uses Software

• WinBUGS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fitting bivariate loss distributions with copulas
• Inference from iterative simulation using multiple sequences
• Efficient parametrisations for normal linear mixed models
• Actuarial Modeling with MCMC and BUGs
• A discussion of parameter and model uncertainty in insurance

This page was built for publication: Regression Models for Bivariate Loss Data