Exchangeable claim sizes in a compound Poisson-type process

DOI10.1002/ASMB.814zbMATH Open1226.62093OpenAlexW2103479821MaRDI QIDQ3103175FDOQ3103175

Authors: Ramsés H. Mena, Luis E. Nieto-Barajas 

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

Recommendations

• Ruin probabilities for Bayesian exchangeable claims processes
• Random sums of exchangeable variables and actuarial applications
• On the independence between risk profiles in the compound collective risk actuarial model
• scientific article; zbMATH DE number 7247625
• Collective risk models with dependence

zbMATH Keywords

panel datarisk modelcompound Poisson processexchangeable sequencesBayesian nonparametric analysisexchangeable claim processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Exchangeability for stochastic processes (60G09)

Cites Work

• A Bayesian analysis of some nonparametric problems
• Title not available (Why is that?)
• Ferguson distributions via Polya urn schemes
• Distributional results for means of normalized random measures with independent increments
• Title not available (Why is that?)
• Title not available (Why is that?)
• The discrete-time risk model with correlated classes of business
• Stationary Autoregressive Models via a Bayesian Nonparametric Approach
• Ruin theory in the linear model
• Ruin probability with claims modeled by a stationary ergodic stable process.
• Semiparametric Bayesian Analysis of Survival Data
• Constructing First Order Stationary Autoregressive Models via Latent Processes
• The central limit theorem for exchangeable random variables without moments
• Are Maintenance Practices for Railroad Tracks Effective?

Cited In (4)

• The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences
• Ruin probabilities for Bayesian exchangeable claims processes
• Modeling of claim exceedances over random thresholds for related insurance portfolios
• Applications of the classical compound Poisson model with claim sizes following a compound distribution

This page was built for publication: Exchangeable claim sizes in a compound Poisson-type process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3103175)