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

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

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

2022-01-20 | mathematics, probability

Random variables can converge in several different ways. Here is a brief introduction, highlighting examples of the different behaviors that can occur. Many of the examples below are taken from

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

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

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

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

2018-09-15 | probability, distribution, frequency, mixed

A random variable \(N\) is \(G\)-mixed Poisson if \(N\mid G\) has a Poisson \(nG\) distribution for some fixed non-negative \(n\) and a non-negative mixing

2022-01-28 | presentations, writing, statistics, probability

- 2020-10-20 | Minimum Bias and Exponential Family Distributions
- 2020-10-20 | Probability Models for Insurance Losses
- 2022-01-20 | Modes of Convergence
- 2020-10-20 | The Tweedie Power Variance Function Family
- 2020-10-20 | Exponential Family Distributions
- 2020-10-20 | Bailey Simon Minimum Bias Reexamined
- 2018-09-15 | Frequency Distributions
- 2022-01-28 | The Power Variance Family of Distributions