A discussion of parameter and model uncertainty in insurance
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 27 (2000)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/inca/505554
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Pai, Jeffrey S., 1997. "Bayesian analysis of compound loss distributions," Journal of Econometrics, Elsevier, vol. 79(1), pages 129-146, July.
- Min, C.K. & Zellner, A., 1992.
""Bayesian and Non-Bayesian Methods for Combining Models and Forecasts with Applications to Forecasting International Growth Rates","
90-92-23, California Irvine - School of Social Sciences.
- Min, Chung-ki & Zellner, Arnold, 1993. "Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 89-118, March.
- Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
- Gareth W. Peters & Pavel V. Shevchenko & Mario V. W\"uthrich, 2009. "Model uncertainty in claims reserving within Tweedie's compound Poisson models," Papers 0904.1483, arXiv.org.
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