Bayesian Premium Rating with Latent Structure

DOI10.1080/034612302320179854zbMATH Open1039.91039OpenAlexW2060218276MaRDI QIDQ4455894FDOQ4455894

Authors: Xeni K. Dimakos, Arnoldo Frigessi di Rattalma 

Publication date: 16 March 2004

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/034612302320179854

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zbMATH Keywords

Markov chain Monte Carlogeneralized linear modelslatent variableshierarchical modelsMarkov random fieldsclaim frequencyclaim size

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Bayesian image restoration, with two applications in spatial statistics (with discussion)
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• Practical Markov Chain Monte Carlo
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• Markov Random Fields with Higher-order Interactions
• Bayesian Premium Rating with Latent Structure

Cited In (19)

• A mixed copula model for insurance claims and claim sizes
• Investigating dependence between frequency and severity via simple generalized linear models
• Variance of the CTE Estimator
• Does hunger for bonuses drive the dependence between claim frequency and severity?
• Bayesian ratemaking procedure of crop insurance contracts with skewed distribution
• TERRITORIAL RISK CLASSIFICATION USING SPATIALLY DEPENDENT FREQUENCY-SEVERITY MODELS
• Bayesian total loss estimation using shared random effects
• Spatial modelling of risk premiums for water damage insurance
• Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?
• Bayesian Premium Rating with Latent Structure
• Modeling Hidden Exposures in Claim Severity Via the Em Algorithm
• Frequency-severity experience rating based on latent Markovian risk profiles
• Bayeslan Credit Ratings
• Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis
• GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS
• Fitting mixed-effects models when data are left truncated
• Pragmatic insurance option pricing
• Non-life rate-making with Bayesian GAMs
• Spatial modelling of claim frequency and claim size in non-life insurance

Uses Software

• KernSmooth

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