Bayesian credibility under a bivariate prior on the frequency and the severity of claims

DOI10.1016/j.insmatheco.2021.06.003zbMath1471.91453OpenAlexW3177320569MaRDI QIDQ2234765

Eric C. K. Cheung, Rosy Oh, Jae-Kyung Woo, Weihong Ni

Publication date: 19 October 2021

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.06.003

zbMATH Keywords

exponential familybivariate betaBayesian credibilitybivariate conjugate priorbivariate mixed Erlang

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (3)

Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model ⋮ A simple Bayesian state-space approach to the collective risk models ⋮ Conformal Prediction Credibility Intervals

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