Credibility and the Dirichlet process

DOI10.1080/03461238.1979.10413706zbMath0419.62087OpenAlexW2050893329MaRDI QIDQ3853025

Benjamin Zehnwirth

Publication date: 1979

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1979.10413706

zbMATH Keywords

structure functionDirichlet process priorBayes rulenonparametric modelscredibility factormanual premium

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (6)

The linear growth credibility model ⋮ Polya tree priors and their estimation with multi-group data ⋮ Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance ⋮ Bayesian nonparametric predictive modeling of group health claims ⋮ Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes ⋮ Estimation of Dirichlet process priors with monotone missing data

Cites Work

• Geometrical credibility
• The mean credibility formula is a bayes rule
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