Exchangeable Claims Sizes in a Compound Poisson Type Proces
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References listed on IDEAS
- Ramsés H. Mena & Stephen G. Walker, 2005. "Stationary Autoregressive Models via a Bayesian Nonparametric Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(6), pages 789-805, November.
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KeywordsBayes nonparametrics; compound Poisson process; exchangeable claim process; exchangeable sequence; risk model.;
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