Bayesian Premium Rating with Latent Structure

DOI10.1080/034612302320179854zbMath1039.91039OpenAlexW2060218276MaRDI QIDQ4455894

Arnoldo Frigessi di Rattalma, Xeni K. Dimakos

Publication date: 16 March 2004

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/034612302320179854

zbMATH Keywords

Markov chain Monte Carlolatent variablesgeneralized linear modelsMarkov random fieldshierarchical modelsclaim frequencyclaim size

Mathematics Subject Classification ID

Related Items (14)

Does hunger for bonuses drive the dependence between claim frequency and severity? ⋮ GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS ⋮ Spatial modelling of risk premiums for water damage insurance ⋮ TERRITORIAL RISK CLASSIFICATION USING SPATIALLY DEPENDENT FREQUENCY-SEVERITY MODELS ⋮ Spatial modelling of claim frequency and claim size in non-life insurance ⋮ Frequency-severity experience rating based on latent Markovian risk profiles ⋮ Investigating dependence between frequency and severity via simple generalized linear models ⋮ Fitting mixed-effects models when data are left truncated ⋮ Non-life rate-making with Bayesian GAMs ⋮ Pragmatic insurance option pricing ⋮ Bayesian Premium Rating with Latent Structure ⋮ Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? ⋮ A mixed copula model for insurance claims and claim sizes ⋮ Bayesian total loss estimation using shared random effects

Uses Software

• KernSmooth

Cites Work

• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Practical Markov Chain Monte Carlo
• Markov Random Fields with Higher-order Interactions
• Bayesian Premium Rating with Latent Structure
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