Taylor approximations for model uncertainty within the Tweedie exponential dispersion family
Open access
Date
2009Type
- Journal Article
Permanent link
https://doi.org/10.3929/ethz-b-000020804Publication status
publishedJournal / series
ASTIN BulletinVolume
Pages / Article No.
Publisher
PeetersSubject
claims reserving; exponential dispersion family; model uncertainty; power variance function; tweedie's exponential dispersion models; prediction errorOrganisational 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 publisherMore
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