Bayesian multivariate Poisson models for insurance ratemaking

Insurance: Mathematics and Economics

Volumn 48, Issue 2, 2011, Pages 226-236

  Bermúdez, Lluís ^a   Karlis, Dimitris ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Automobile insurance; Gibbs sampling; MCMC inference; Multivariate Poisson regression models; Zero inflated models

Indexed keywords

EID: 78650604560     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2010.11.001     Document Type: Article

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