Bayesian nonparametric predictive modeling of group health claims

DOI10.1016/j.insmatheco.2014.10.011zbMath1308.91080OpenAlexW2026549442MaRDI QIDQ2260939

Gilbert W. Fellingham, Athanasios Kottas, Brian M. Hartman

Publication date: 13 March 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.10.011

zbMATH Keywords

risk managementDirichlet process priornew businessforecasingmultimodal prior

Mathematics Subject Classification ID

Related Items (9)

Predicting Home Run Production in Major League Baseball Using a Bayesian Semiparametric Model ⋮ Bayesian nonparametric regression models for modeling and predicting healthcare claims ⋮ Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics ⋮ Conformal Prediction Credibility Intervals ⋮ A review of Bayesian asymptotics in general insurance applications ⋮ A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims ⋮ ECONOMIC SCENARIO GENERATOR AND PARAMETER UNCERTAINTY: A BAYESIAN APPROACH ⋮ Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes ⋮ A Bayesian nonparametric model and its application in insurance loss prediction

Uses Software

• boa
• Gibbsit

Cites Work

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• Comparing Credibility Estimates of Health Insurance Claims Costs
• The Need for More Emphasis on Prediction: A “Nondenominational” Model-Based Approach

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