Bayesian credibility premium with GB2 copulas
type: Item
instance of: scholarly article
title: Bayesian credibility premium with GB2 copulas
zbMATH Open document ID: 1457.62158
author: Himchan Jeong
author: Emiliano A. Valdez
published in: Dependence Modeling
publication date: 2021-01-14T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7294491
zbMATH Keywords: hierarchical models
zbMATH Keywords: Bayesian posterior
zbMATH Keywords: insurance credibility
zbMATH Keywords: generalized beta of the second kind (GB2) and its copula
zbMATH Keywords: generalized Pareto (GP)
MaRDI profile type: Publication
full work available at URL: demo-2020-0009
OpenAlex ID: W3121949725
cites work: Statistical decision theory and Bayesian analysis. 2nd ed
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cites work: Q4382161
cites work: Regression models for positive random variables
cites work: Parametric Empirical Bayes Inference: Theory and Applications
cites work: Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
cites work: Q3281461
cites work: A generalized beta copula with applications in modeling multivariate long-tailed data
DOI: 10.1515/DEMO-2020-0009
description: scientific article; zbMATH DE number 7294491