Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC

DOI10.1080/10920277.2005.10596213zbMath1141.62312OpenAlexW2017139607MaRDI QIDQ3518779

Ioannis Ntzoufras, Dimitris Karlis, Athanassios Katsis

Publication date: 12 August 2008

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2005.10596213

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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