Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
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Publication:1799639
DOI10.1016/j.insmatheco.2018.06.007zbMath1416.91227OpenAlexW2810726292MaRDI QIDQ1799639
Publication date: 19 October 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.06.007
Bayesian nonparametricscommon effectscredibility modelsexperience ratemakingMCMC and Pólya tree process
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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