Credibility and the Dirichlet process

DOI10.1080/03461238.1979.10413706MaRDI QIDQ3853025zbMATH OpenOpenAlexFDO

Authors Benjamin Zehnwirth

Publication date 1979

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

Full work available at URL https://doi.org/10.1080/03461238.1979.10413706

zbMATH Keywords

Bayes rulecredibility factorDirichlet process priormanual premiumnonparametric modelsstructure function

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• Geometrical credibility
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• The mean credibility formula is a bayes rule

Cited in

(6)

• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
• Bayesian nonparametric predictive modeling of group health claims
• Polya tree priors and their estimation with multi-group data
• Estimation of Dirichlet process priors with monotone missing data
• The linear growth credibility model
• Credibility estimation of distribution functions with applications to experience rating in general insurance

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