메뉴 건너뛰기




Volumn 2002, Issue 3, 2002, Pages 162-184

Bayesian premium rating with latent structure

Author keywords

Carlo; Chain; Claim; Credibility; Fields; Frequency; From; Generalized; Geopricing; Hierarchical; Insurance; Intervals; Latent; Life; Linear; Markov; Mixed; Models; Monte; Posterior; Premium; Random; Rating; Risk; Size; Smoothing; Spatial; Theft; Variables

Indexed keywords


EID: 10144222389     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/034612302320179854     Document Type: Article
Times cited : (29)

References (20)
  • 1
    • 28344449679 scopus 로고
    • Bayesian image restoration, with two applications in spatial statistics
    • Besag, J. E., York, J. C. & Mollie, A. (1991), Bayesian image restoration, with two applications in spatial statistics, Ann. Inst. Statist. Math. 43, 1-59.
    • (1991) Ann. Inst. Statist. Math. , vol.43 , pp. 1-59
    • Besag, J.E.1    York, J.C.2    Mollie, A.3
  • 2
    • 84974404533 scopus 로고
    • Premium rating by geographic area using spatial models
    • Boskov, M. & Verrall, R. J. (1994). Premium rating by geographic area using spatial models. AUSTIN Bull. 24(1), 131-143.
    • (1994) AUSTIN Bull , vol.24 , Issue.1 , pp. 131-143
    • Boskov, M.1    Verrall, R.J.2
  • 3
  • 4
    • 0043096621 scopus 로고    scopus 로고
    • Assessing convergence of Markov chain Monte Carlo algorithms
    • Brooks, S. & Roberts, G. (1999). Assessing convergence of Markov chain Monte Carlo algorithms. Statist. Comput. 8, 319-335.
    • (1999) Statist. Comput. , vol.8 , pp. 319-335
    • Brooks, S.1    Roberts, G.2
  • 5
    • 0003003642 scopus 로고    scopus 로고
    • Generalized linear mixed models
    • W. R. Gilks, S. Richardson & D. J. Spiegelhalter, Chapman and Hall, London
    • Clayton, D. G. (1996), Generalized linear mixed models, in W. R. Gilks, S. Richardson & D. J. Spiegelhalter, eds, Markov chain Monte Carlo in practice, Chapman and Hall, London, pp. 275-302.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 275-302
    • Clayton, D.G.1
  • 8
    • 84972511893 scopus 로고
    • Practical Markov chain Monte Carlo
    • Geyer, C. J. (1992). Practical Markov chain Monte Carlo. Statistical Science 7(4), 473-511.
    • (1992) Statistical Science , vol.7 , Issue.4 , pp. 473-511
    • Geyer, C.J.1
  • 9
    • 0002517089 scopus 로고    scopus 로고
    • Introducing Markov chain Monte Carlo
    • W. R. Gilks, S. Richardson & D. J. Spiegelhalter, eds., Chapman and Hall, London
    • Gilks, W. R., Richardson, S. & Spiegelhalter, D. J. (1996), Introducing Markov chain Monte Carlo, in W. R. Gilks, S. Richardson & D. J. Spiegelhalter, eds., Markov chain Monte Carlo in practice, Chapman and Hall, London, pp. 1-19.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 1-19
    • Gilks, W.R.1    Richardson, S.2    Spiegelhalter, D.J.3
  • 10
    • 0000539834 scopus 로고    scopus 로고
    • Generalized linear models in actuarial science
    • Haberman, S. & Renshaw, A. E. (1996). Generalized linear models in actuarial science. The Statistician 45(4), 407-436.
    • (1996) The Statistician , vol.45 , Issue.4 , pp. 407-436
    • Haberman, S.1    Renshaw, A.E.2
  • 12
    • 0000312997 scopus 로고    scopus 로고
    • Hierarchical generalized linear models
    • Lee, Y. & Nelder, J. A. (1996). Hierarchical generalized linear models. J. R. Statistc. Soc. B 58(4), 619-678.
    • (1996) J. R. Statistc. Soc. B , vol.58 , Issue.4 , pp. 619-678
    • Lee, Y.1    Nelder, J.A.2
  • 14
    • 0001455988 scopus 로고    scopus 로고
    • Bayesian disease mapping
    • W. R. Gilks, S. Richardson & D. J. Spiegelhalter, eds., Chapman and Hall, London
    • Mollie, A. (1996), Bayesian disease mapping, in W. R. Gilks, S. Richardson & D. J. Spiegelhalter, eds., Markov chain Monte Carlo in practice, Chapman and Hall, London, pp. 359-376.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 359-376
    • Mollie, A.1
  • 15
    • 0009907850 scopus 로고    scopus 로고
    • Credibility theory and generalized linear models
    • Nelder, J. A. & Verrall, R. J. (1997). Credibility theory and generalized linear models. AUSTIN Bull. 27, 71-82.
    • (1997) AUSTIN Bull. , vol.27 , pp. 71-82
    • Nelder, J.A.1    Verrall, R.J.2
  • 16
    • 84974200352 scopus 로고
    • Modeling the claims process in the presence of covariates
    • Renshaw, A. E. (1994). Modeling the claims process in the presence of covariates. AUSTIN Bull. 24(2), 265-285.
    • (1994) AUSTIN Bull , vol.24 , Issue.2 , pp. 265-285
    • Renshaw, A.E.1
  • 17
    • 84974253240 scopus 로고
    • Use of spline functions for premium rating by geographic area
    • Taylor, G. C. (1989). Use of spline functions for premium rating by geographic area. AUSTIN Bull. 19(1), 89-122.
    • (1989) AUSTIN Bull , vol.19 , Issue.1 , pp. 89-122
    • Taylor, G.C.1
  • 18
    • 0032361518 scopus 로고    scopus 로고
    • Markov random fields with higher-order interactions
    • Tjelmeland, H. & Besag, J. (1998). Markov random fields with higher-order interactions. Scand. J. Statist. 25(3), 415-433.
    • (1998) Scand. J. Statist. , vol.25 , Issue.3 , pp. 415-433
    • Tjelmeland, H.1    Besag, J.2
  • 19
    • 0039149388 scopus 로고
    • Predicting accident frequencies for drivers classified by two factor
    • Tomberlin, T. J. (1988). Predicting accident frequencies for drivers classified by two factor. J. Amer. Statist. Assoc. 83(402), 309-321.
    • (1988) J. Amer. Statist. Assoc. , vol.83 , Issue.402 , pp. 309-321
    • Tomberlin, T.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.