On Posterior Probabilities and Moments in Mixed Poisson Processes

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

zbMATH Keywords

momentsconjugate priorsnegative binomialrisk theorymixed Poisson processesposterior probabilitiestotal claimsclaim frequenciesshifted mixing distribution

Mathematics Subject Classification ID

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

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• Another conjugate family for the normal distribution
• Limiting tail behaviour of some discrete compound distributions

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