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Volumn 2, Issue 1, 2011, Pages 91-114

Bayesian Nonparametric Approach to Credibility Modelling

Author keywords

Credibility; Loss Models; Markov Chain Monte Carlo (MCMC); Thin Plate Spline

Indexed keywords


EID: 85020622048     PISSN: 17484995     EISSN: 17485002     Source Type: Journal    
DOI: 10.1017/S1748499500000270     Document Type: Article
Times cited : (2)

References (22)
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    • Buhlmann, H.1
  • 6
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    • Credibility modeling via spline nonparametric regression
    • Winter
    • Gangopadhyay, A. & Gau, W. (2003). Credibility modeling via spline nonparametric regression. CAS Forum, Winter, 215-252.
    • (2003) CAS Forum , pp. 215-252
    • Gangopadhyay, A.1    Gau, W.2
  • 9
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    • Jewell, W.S. (1974). Credible means are exact Bayesian for exponential families. ASTIN Bulletin, 8, 336-341.
    • (1974) ASTIN Bulletin , vol.8 , pp. 336-341
    • Jewell, W.S.1
  • 12
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    • Meinguet, J. (1979). Multivariate interpolation at arbitrary points made simple. Journal of Applied Mathematical Physics (ZAMP), 30, 292-304.
    • (1979) Journal of Applied Mathematical Physics (ZAMP) , vol.30 , pp. 292-304
    • Meinguet, J.1
  • 15
    • 0000681041 scopus 로고
    • Some new mathematical methods for variational objective analysis using splines and cross-validation
    • Wahba, G. & Wendelberger, J. (1980). Some new mathematical methods for variational objective analysis using splines and cross-validation. Monthly Weather Review, 108, 1122-1145.
    • (1980) Monthly Weather Review , vol.108 , pp. 1122-1145
    • Wahba, G.1    Wendelberger, J.2
  • 18
    • 0001617321 scopus 로고    scopus 로고
    • A Bayesian approach to additive semiparametric regression
    • Wong, C. & Kohn, R. (1996). A Bayesian approach to additive semiparametric regression. Journal of Econometrics, 7, 209-223.
    • (1996) Journal of Econometrics , vol.7 , pp. 209-223
    • Wong, C.1    Kohn, R.2
  • 21
    • 0009938876 scopus 로고    scopus 로고
    • Credibility using a loss function from spline theory
    • Young, V.R. (1997). Credibility using a loss function from spline theory. Scandinavian Actuarial Journal, 2, 160-185.
    • (1997) Scandinavian Actuarial Journal , vol.2 , pp. 160-185
    • Young, V.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.