Bayesian credibility for GLMs

DOI10.1016/j.insmatheco.2018.05.001zbMath1406.62127arXiv1710.08553OpenAlexW2964145820MaRDI QIDQ1622527

Y. Aharonov

Publication date: 19 November 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.08553

zbMATH Keywords

relative entropyBayesian statisticscredibility theoryMCMCGLMs

Mathematics Subject Classification ID

Related Items (2)

Regression Tree Credibility Model ⋮ Evolutionary credibility risk premium

Uses Software

• R
• RStan
• rstan

Cites Work

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• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)
• Non-linear regression in credibility theory
• Conjugate priors for exponential families
• Combining generalized linear models and credibility models in practice
• Uniqueness of a result in the theory of accident proneness
• Exact saddlepoint approximations
• Exponential dispersion models and credibility
• Generalized Linear Models for Insurance Data
• On Information and Sufficiency

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