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Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach

  • Published:2020-02-10 Issue:2 Volume:25 Page:186-205
  • ISSN:1092-0277
  • Container-title:North American Actuarial Journal
  • language:en
  • Short-container-title:North American Actuarial Journal

Author:

Li Hong1,Lu Yang2ORCID,Zhu Wenjun3

Affiliation:

1. Warren Centre for Actuarial Studies and Research, Asper School of Business, University of Manitoba, Winnipeg, Manitoba, Canada

2. Department of Economics, University of Paris 13, CEPN and THEMA, Paris, France

3. Division of Banking & Finance, Nanyang Business School, Nanyang Technological University, Singapore

Funder

Society of Actuaries CKER

CNRS

Labex MME-DII

University of Paris 13

Nanyang Technological University Start Up

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Effective experience rating for large insurance portfolios via surrogate modeling;Insurance: Mathematics and Economics;2024-09

2. On Bayesian credibility mean for finite mixture distributions;Annals of Actuarial Science;2023-03-29

3. A Dynamic Credibility Model with Self-Excitation and Exponential Decay;2022 Winter Simulation Conference (WSC);2022-12-11

4. A simple Bayesian state-space approach to the collective risk models;Scandinavian Actuarial Journal;2022-10-18
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