Bayesian Premium Rating with Latent Structure

DOI10.1080/034612302320179854zbMath1039.91039OpenAlexW2060218276MaRDI QIDQ4455894

Arnoldo Frigessi di Rattalma, Xeni K. Dimakos

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 Carlolatent variablesgeneralized linear modelsMarkov random fieldshierarchical modelsclaim frequencyclaim size

Mathematics Subject Classification ID

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Uses Software

• KernSmooth

Cites Work

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