Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach
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Publication:5165009
DOI10.1080/10920277.2020.1716809zbMath1475.91309OpenAlexW3006504846MaRDI QIDQ5165009
Publication date: 15 November 2021
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2020.1716809
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Actuarial mathematics (91G05)
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