Dynamic Bayesian ratemaking: a Markov chain approximation approach
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Cites work
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- A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
- A semi-nonparametric approach to model panel count data
- Agricultural Insurance Ratemaking: Development of a New Premium Principle
- Allowance for the Age of Claims in Bonus-Malus Systems
- American option pricing under GARCH by a Markov chain approximation
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- Filtering via Simulation: Auxiliary Particle Filters
- Generalized linear models for dependent frequency and severity of insurance claims
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- Impacts of Weather and Time Horizon Selection on Crop Insurance Ratemaking: A Conditional Distribution Approach
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Cited in
(9)- Efficient and accurate approximate Bayesian inference with an application to insurance data
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- Intensity-based premium evaluation for unemployment insurance products
- Non-life rate-making with Bayesian GAMs
- Bayesian ratemaking under Dirichlet process mixtures
- An Accurate Asymptotic Approximation for Experience Rated Premiums
- A POSTERIORI RATEMAKING WITH PANEL DATA
- A simple Bayesian state-space approach to the collective risk models
- Effective experience rating for large insurance portfolios via surrogate modeling
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