Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving
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More about this item
Keywords
Mutlivariate Gamma distribution ; Laplace transform ; fractional calculus ; symbolic calculation ; Bayesian ratemaking ; credibility ; mixed Poisson distribution ; frailty model;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-01-11 (Econometrics)
- NEP-RMG-2021-01-11 (Risk Management)
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