Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
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DOI: 10.1080/03461238.2019.1711154
Abstract: ABSTRACT In the context of predicting future claims, a fully Bayesian analysis – one that specifies a statistical model, prior distribution, and updates using Bayes's formula – is often viewed as the gold-standard, while Bühlmann's… read more here.
Keywords: model misspecification; credibility; misspecification; gibbs ... See more keywords