BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS
BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS
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Author / Creator
Publisher
Malden, USA: Blackwell Publishing Inc
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Language
English
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Publisher
Malden, USA: Blackwell Publishing Inc
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Contents
This paper describes a Bayesian approach to make inference for aggregate loss models in the insurance framework. A semiparametric model based on Coxian distributions is proposed for the approximation of both the interarrival time between claims and the claim size distributions. A Bayesian density estimation approach for the Coxian distribution is i...
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Full title
BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS
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Record Identifier
TN_cdi_proquest_miscellaneous_1027675594
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1027675594
Other Identifiers
ISSN
0960-1627
E-ISSN
1467-9965
DOI
10.1111/j.1467-9965.2010.00428.x
