Archived publication
Archived publication
Hierarchical Bayesian premium rating with latent variables
3053/Dimakos_-_Hierarchical_Bayesian_premium_rating_with_latent_v.pdf
January 01, 2000
SAMBA
- Filename: 3053/Dimakos_-_Hierarchical_Bayesian_premium_rating_with_latent_v.pdf
- Target groups: Insurance companies
- Areas: Insurance, Bayesian modeling, spatial statitics
- Keywords: Claim frequency, claim size, geopricing, generalized linear models, generalized linear mixed models, hierarchical models, latent variables, Markov chain Monte Carlo, Markov random fields, non-life insurance, posterior credibility intervals, premium rating
- Page(s): 30
- Name and number of project: 830100,SIP-KDD
- Title: Hierarchical Bayesian premium rating with latent variables
- Author(s): Dimakos, Xeni Kristine; Frigessi, Arnoldo
- ISBN: 82-539-0456-8
- Report number: 952
- Published date: January 01, 2000
- URL: http://publications.nr.no/3053/Dimakos_-_Hierarchical_Bayesian_premium_rating_with_latent_v.pdf
- DOI: