Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape

Insurance: Mathematics and Economics

Volumn 55, Issue 1, 2014, Pages 225-249

  Klein, Nadja ^a   Denuit, Michel ^b   Lang, Stefan ^c   Kneib, Thomas ^a  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^c UNIVERSITY OF INNSBRUCK   (Austria)

Author keywords

MCMC; Mixed Poisson regression; Negative binomial; Overdispersed count data; Probabilistic forecasts; Zero adjusted models; Zero inflated Poisson

Indexed keywords

EID: 84894489843     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2014.02.001     Document Type: Article

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