Bayesian ratemaking under Dirichlet process mixtures

DOI10.1080/03610926.2016.1267761zbMath1379.62062OpenAlexW2560530448MaRDI QIDQ4595911

Jinlong Huang, J. Zhang, Xianyi Wu

Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1267761

zbMATH Keywords

Bayesian nonparametricsGibbs samplingDirichlet process mixtureexperience Bayes ratemaking

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Nonparametric statistical resampling methods (62G09)

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