Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC

DOI10.1080/10920277.2005.10596213MaRDI QIDQ3518779zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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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
• Modelling claims run-off with reversible jump Markov chain Monte Carlo methods
• Bayesian hypothesis testing for the distribution of insurance claim counts using the Gibbs sampler
• 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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