Using a Bayesian Hierarchical Model for Fitting Automobile Claim Frequency Data

DOI10.1080/03610920701825940zbMath1165.62025OpenAlexW1983561257MaRDI QIDQ3634547

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Publication date: 25 June 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701825940

zbMATH Keywords

robustnessconfluent hypergeometric functionhierarchical Bayesian modelautomobile insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (3)

Unconditional distributions obtained from conditional specification models with applications in risk theory ⋮ Parameters Estimation for a New Generalized Geometric Distribution ⋮ A suitable discrete distribution for modelling automobile claim frequencies

Cites Work

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• A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework
• Measuring sensitivity in a bonus-malus system.
• On Strict Arcsine Distribution
• Asymptotic tail behaviour of Poisson mixtures by applications
• On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
• The modality of some compound Poisson distributions
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
• On a General Class of "Contagious" Distributions

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