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Archived publication

Hierarchical Bayesian premium rating with latent variables

Dimakos, Xeni Kristine; Frigessi, Arnoldo

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:

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
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