Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes

DOI10.1016/j.insmatheco.2018.06.007zbMath1416.91227OpenAlexW2810726292MaRDI QIDQ1799639

Yanyan Li

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

zbMATH Keywords

Bayesian nonparametricscommon effectscredibility modelsexperience ratemakingMCMC and Pólya tree process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items

Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach

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