On Posterior Probabilities and Moments in Mixed Poisson Processes
From MaRDI portal
Publication:3497092
DOI10.1080/03461238.1989.10413864zbMath0711.62093OpenAlexW1968807205MaRDI QIDQ3497092
Gordon E. Willmot, Bjoern Sundt
Publication date: 1989
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1989.10413864
momentsconjugate priorsnegative binomialrisk theorymixed Poisson processesposterior probabilitiestotal claimsclaim frequenciesshifted mixing distribution
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (3)
An adaptive premium policy with a Bayesian motivation in the classical risk model ⋮ Moments of Compound Mixed Poisson Distributions ⋮ Mixed Poisson Distributions
Cites Work
This page was built for publication: On Posterior Probabilities and Moments in Mixed Poisson Processes