Bayesian Premium Rating with Latent Structure

DOI10.1080/034612302320179854MaRDI QIDQ4455894zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

claim frequencyclaim sizegeneralized linear modelshierarchical modelslatent variablesMarkov chain Monte CarloMarkov random fields

Mathematics Subject Classification ID

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Cites work

• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Bayesian Premium Rating with Latent Structure
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• Markov Random Fields with Higher-order Interactions
• Practical Markov Chain Monte Carlo

Cited in

(20)

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

Describes a project that uses

Uses Software

• KernSmooth

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