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

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

Mathematics Subject Classification ID

Recommendations

• The posterior ratemaking of premium in binary Bayesian collective risk model
• Bayesian multivariate Poisson models for insurance ratemaking
• Bayesian ratemaking under Dirichlet process mixtures
• scientific article; zbMATH DE number 5121150
• Bayesian predictive densities based on latent information priors
• Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
• Bayes premium under variance-related principles with risk dependence
• The net Bayes premium with dependence between the risk profiles
• Bayesian semiparametric structural equation models with latent variables

Cites work

• 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?)
• Bayesian Premium Rating with Latent Structure
• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Markov Random Fields with Higher-order Interactions
• Practical Markov Chain Monte Carlo

Cited in

(20)

• A mixed copula model for insurance claims and claim sizes
• Investigating dependence between frequency and severity via simple generalized linear models
• Does hunger for bonuses drive the dependence between claim frequency and severity?
• Variance of the CTE Estimator
• Bayesian ratemaking procedure of crop insurance contracts with skewed distribution
• Geographic ratemaking with spatial embeddings
• 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
• Dynamic Bayesian ratemaking: a Markov chain approximation approach
• Frequency-severity experience rating based on latent Markovian risk profiles
• Bayeslan Credit Ratings
• Fitting mixed-effects models when data are left truncated
• Territorial risk classification using spatially dependent frequency-severity models
• Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis
• Pragmatic insurance option pricing
• Non-life rate-making with Bayesian GAMs
• Spatial modelling of claim frequency and claim size in non-life insurance

Describes a project that uses

Uses Software

• KernSmooth

This page was built for publication: Bayesian Premium Rating with Latent Structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4455894)