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Non-life rate-making with Bayesian GAMs

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  • Denuit, Michel
  • Lang, Stefan
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    File URL: http://www.sciencedirect.com/science/article/B6V8N-4F02THX-7/2/0ee893b010c8b717ace8cc31954434e3
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    Bibliographic Info

    Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

    Volume (Year): 35 (2004)
    Issue (Month): 3 (December)
    Pages: 627-647

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    Handle: RePEc:eee:insuma:v:35:y:2004:i:3:p:627-647

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    Web page: http://www.elsevier.com/locate/inca/505554

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    1. Dionne, G. & Vanasse, C., 1988. "A Generalization of Automobile Insurance Rating Models: the Negative Binomial Distribution with a Regression Component," Cahiers de recherche 8833, Universite de Montreal, Departement de sciences economiques.
    2. Dionne, G. & Vanasse, C., 1988. "Automobile Insurance Ratemaking In The Presence Of Asymmetric Information," Cahiers de recherche 8834, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    3. Ludwig Fahrmeir & Stefan Lang, 2001. "Bayesian inference for generalized additive mixed models based on Markov random field priors," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(2), pages 201-220.
    4. Simon N. Wood, 2003. "Thin plate regression splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 95-114.
    5. S. N. Wood, 2000. "Modelling and smoothing parameter estimation with multiple quadratic penalties," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 413-428.
    6. Coutts, Stewart, 1984. "Motor premium rating," Insurance: Mathematics and Economics, Elsevier, vol. 3(2), pages 73-96, April.
    7. Ludwig Fahrmeir & Stefan Lang, 2001. "Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(1), pages 11-30, March.
    8. X. Lin & D. Zhang, 1999. "Inference in generalized additive mixed modelsby using smoothing splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 381-400.
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