Exchangeable claim sizes in a compound Poisson-type process

DOI10.1002/ASMB.814zbMath1226.62093OpenAlexW2103479821MaRDI QIDQ3103175

Luis E. Nieto-Barajas, Ramsés H. Mena

Publication date: 26 November 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.814

zbMATH Keywords

panel datacompound Poisson processrisk modelexchangeable sequencesBayesian nonparametric analysisexchangeable claim processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Exchangeability for stochastic processes (60G09)

Related Items (3)

Ruin probabilities for Bayesian exchangeable claims processes ⋮ Modeling of claim exceedances over random thresholds for related insurance portfolios ⋮ The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences

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