Bayesian ratemaking with common effects modeled by mixture of Polya tree processes
Year of publication: |
September 2018
|
---|---|
Authors: | Zhang, Jianjun ; Qiu, Chunjuan ; Wu, Xianyi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 82.2018, p. 87-94
|
Subject: | Bayesian nonparametrics | Common effects | Credibility models | Experience ratemaking | MCMC and Polya tree process | Theorie | Theory | Bayes-Statistik | Bayesian inference |
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