Exchangeable claim sizes in a compound Poisson-type process

DOI10.1002/asmb.814zbMath1226.62093MaRDI QIDQ3103175

Luis E. Nieto-Barajas, Ramsés H. Mena

Publication date: 26 November 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.814

zbMATH Keywords

panel data; compound Poisson process; risk model; exchangeable sequences; Bayesian nonparametric analysis; exchangeable claim processes

Mathematics Subject Classification ID

62F15: Bayesian inference

62M99: Inference from stochastic processes

60G09: Exchangeability for stochastic processes

Related Items

Modeling of claim exceedances over random thresholds for related insurance portfolios, Ruin probabilities for Bayesian exchangeable claims processes

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