Raleigh, NC 27695-8203
North Carolina State University - Department of Statistics
Credibility theory; density estimation; Dirichlet process; Markov chain Monte Carlo; mixture model; posterior consistency.
Bootstrap; Post-Selection Inference; Predictive Distribution; Regression; Variable Selection
Danish Fire Losses Data; General Insurance; Model Misspecification; Nonparametric Bayes; Norwegian Fire Losses Data; Property and Casualty Insurance; U.S. Allocated Loss Adjustment Expenses Data
General insurance; nonparametric Bayes; posterior consistency; posterior robustness; property and casualty insurance
density estimation; mixture model; nonparametric Bayes; risk management; value-at-risk; conditonal tail expectation.
Interpretation of Probability, Plausibility, Prediction, Statistical Modeling, Validity
asymptotics; Bernstein--von Mises phenomenon; exponential family; robustness; uncertainty quantification
Machine learning; model misspecification; predictive modeling; robustness; unsupervised learning.
credibility, Bayesian, nonparametric statistics
Imprecise probability; credibility estimator; model misspecification; prior uncertainty; robustness
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