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Exponential dispersion models and credibility
5 references·1 citing·18 second hop
Exponential dispersion models and credibility (1998)Exponential dispersion models and credibi…The variation of certain speculative prices (1997)The variation of certain spec…Fitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's compound po…Experience Rating and Credibility (1967)Experience Rating and Credibi…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Loss Reserving: Past, Present and Future (2015)Loss Reserving: Past, Present…DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Bayesian Forecasting (1976)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Stochastic Claims Reserving in General Insurance (2002)Lognormal Mixed Models for Reported Claims Reserves (2006)A mixed copula model for insurance claims and claim sizes (2011)Generalized linear models for dependent frequency and severity of insurance claims (2016)Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models (2016)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Decision theoretic foundations of credibility theory (1989)A longitudinal data analysis interpretation of credibility models (1999)actuar: AnRPackage for Actuarial Science (2008)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1967Experience Rating and Credibility438 cited
  • 1994Fitting Tweedie's compound poisson model to insurance claims data201 cited

Cited by

  • 2015Loss Reserving: Past, Present and Future41 cited

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