1
-
1
of
1
results (0.36 seconds)
Sort By:
-
Credibility Using Copulas
(loss) distribution. In this work, we develop a direct link between credibility and loss distributions ... Gamma distribution. Moreover, it also gives a direct method for incorporating covariate (explanatory) ...- Authors: Edward Frees, PING WANG
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models