On Bayesian Mixture Credibility

DOI10.2143/AST.36.2.2017934MaRDI QIDQ3632855zbMATH OpenOpenAlexFDO

Authors John W. Lau, Tak Kuen Siu, Hailiang Yang

Publication date 15 June 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.36.2.2017934

Mathematics Subject Classification ID

Recommendations

• Bayesian analysis of insurance losses using the Bühlmann-Straub credibility model
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Cites work

• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• A course in credibility theory and its applications
• Estimating normal means with a conjugate style dirichlet process prior
• Gibbs Sampling Methods for Stick-Breaking Priors
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Robust Bayesian Credibility Using Semiparametric Models

Cited in

(7)

• Credibility estimation of distribution functions with applications to experience rating in general insurance
• A flexible Bayesian nonparametric model for predicting future insurance claims prediction
• Distribution mixing in N and parametric credibility
• Bayesian ratemaking under Dirichlet process mixtures
• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
• Deriving robust Bayesian premiums under bands of prior distributions with applications
• A review of Bayesian asymptotics in general insurance applications

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