Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
DOI10.1080/10920277.2005.10596213zbMATH Open1141.62312OpenAlexW2017139607MaRDI QIDQ3518779FDOQ3518779
Authors: I. Ntzoufras, Athanassios Katsis, Dimitris Karlis 
Publication date: 12 August 2008
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2005.10596213
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Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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Cited In (12)
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
- Bayesian analysis of big data in insurance predictive modeling using distributed computing
- Ensemble Economic Scenario Generators: Unity Makes Strength
- A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts
- Efficient and accurate approximate Bayesian inference with an application to insurance data
- Bayesian hypothesis testing for the distribution of insurance claim counts using the Gibbs sampler
- Modelling claims run-off with reversible jump Markov chain Monte Carlo methods
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Using a Bayesian Hierarchical Model for Fitting Automobile Claim Frequency Data
- A Pareto scale-inflated outlier model and its Bayesian analysis
- A Note on Inference on Multiple Generalized Poisson Populations
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