Using a Bayesian Hierarchical Model for Fitting Automobile Claim Frequency Data

DOI10.1080/03610920701825940MaRDI QIDQ3634547zbMATH OpenOpenAlexFDO

Authors

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

automobile insuranceconfluent hypergeometric functionhierarchical Bayesian modelrobustness

Mathematics Subject Classification ID

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

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Cites work

• A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework
• Asymptotic tail behaviour of Poisson mixtures by applications
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• Measuring sensitivity in a bonus-malus system.
• On a General Class of "Contagious" Distributions
• On Strict Arcsine Distribution
• On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
• The modality of some compound Poisson distributions

Cited in

(9)

• Quantification of automobile insurance liability: A Bayesian failure time approach.
• Heavy tailed modeling of automobile claim data from Ghana
• A suitable discrete distribution for modelling automobile claim frequencies
• A Bayesian hierarchical model with spatial effect and its application in prediction of claim frequency
• Unconditional distributions obtained from conditional specification models with applications in risk theory
• Simulation of compound hierarchical models in R
• Parameters estimation for a new generalized geometric distribution
• Hierarchical insurance claims modeling
• Claims frequency modeling using telematics car driving data

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