A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims

DOI10.1080/10920277.2016.1247720zbMath1414.91201OpenAlexW3125994923WikidataQ57428334 ScholiaQ57428334MaRDI QIDQ5379218

Liang Hong, Ryan Martin

Publication date: 28 May 2019

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

Full work available at URL: https://doi.org/10.1080/10920277.2016.1247720

zbMATH Keywords

Bayesian nonparametric modelfuture insurance claims

Mathematics Subject Classification ID

Related Items (12)

Bayesian nonparametric regression models for modeling and predicting healthcare claims ⋮ Dirichlet process mixture models for insurance loss data ⋮ A nonparametric sequential learning procedure for estimating the pure premium ⋮ Frequency-severity experience rating based on latent Markovian risk profiles ⋮ Conformal Prediction Credibility Intervals ⋮ A review of Bayesian asymptotics in general insurance applications ⋮ Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors ⋮ Extension and application of credibility models in predicting claim frequency ⋮ Gibbs posterior inference on value-at-risk ⋮ A Bayesian nonparametric model and its application in insurance loss prediction ⋮ Valid Model-Free Prediction of Future Insurance Claims ⋮ Sample Size Determination for Credibility Estimation

Uses Software

• R

Cites Work

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