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
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000020804
Publication status
published
External links
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
Organisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)  
Notes
It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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Cited 5 times in Web of Science
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