A Bayesian nonparametric model and its application in insurance loss prediction
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Publication:784420
DOI10.1016/j.insmatheco.2020.04.010zbMath1446.91063OpenAlexW3020677871MaRDI QIDQ784420
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.04.010
slice samplingDirichlet process mixtureBayesian nonparametric modelnonzero lossprobit stick-breaking
Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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