Bayesian ratemaking under Dirichlet process mixtures

DOI10.1080/03610926.2016.1267761MaRDI QIDQ4595911zbMATH OpenOpenAlexFDO

Authors J. Zhang, Jinlong Huang, Xianyi Wu

Publication date 6 December 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1267761

zbMATH Keywords

Bayesian nonparametricsDirichlet process mixtureexperience Bayes ratemakingGibbs sampling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Nonparametric statistical resampling methods (62G09) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(8)

• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
• Non-life rate-making with Bayesian GAMs
• On Bayesian Mixture Credibility
• Bayesian Premium Rating with Latent Structure
• Dirichlet process mixture models for insurance loss data
• Modelling the aggregate loss for insurance claims with dependence
• Dynamic Bayesian ratemaking: a Markov chain approximation approach
• A POSTERIORI RATEMAKING WITH PANEL DATA

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