Recent exponential family posts

Minimum Bias and Exponential Family Distributions

2020-10-20 | probability, minimum bias, glm, exponential family

Introduction This post introduces four short expository notes describing exponential family distributions that are often used to model insurance losses. The exponential family underlies generalized linear models (GLMs), a

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Probability Models for Insurance Losses

2020-10-20 | probability, minimum bias, glm, exponential family

Part III of a four part series “Minimum Bias and Exponential Family Distributions”.

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The Tweedie Power Variance Function Family

2020-10-20 | probability, minimum bias, glm, exponential family

Part IV of a four part series “Minimum Bias and Exponential Family Distributions”.

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Exponential Family Distributions

2020-10-20 | probability, minimum bias, glm, exponential family

Part II of a four part series “Minimum Bias and Exponential Family Distributions”.

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Bailey Simon Minimum Bias Reexamined

2020-10-20 | probability, minimum bias, glm, exponential family

Part I of a four part series “Minimum Bias and Exponential Family Distributions”.

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