Taylor approximations for model uncertainty within the Tweedie exponential dispersion family

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Author
Alai, Daniel H.
Wüthrich, Mario V.
Date
2009
Type
  • Journal Article
Publication status
published
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Journal / series
Astin bulletin
Volume
39(2)
Pages / Article No.
453 - 478
Publisher
Peeters
Subject
claims reserving; exponential dispersion family; model uncertainty; power variance function; tweedie's exponential dispersion models; prediction error
Notes
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Citations
Cited 2 times in Web of Science
ETH Bibliography
yes
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