Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape
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References listed on IDEAS
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More about this item
Keywordsoverdispersed count data; mixed Poisson regression; zero-inflated Poisson; Negative Binomial; zero-adjusted models; MCMC; probabilistic forecasts;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-10-18 (All new papers)
- NEP-ECM-2013-10-18 (Econometrics)
- NEP-FOR-2013-10-18 (Forecasting)
- NEP-RMG-2013-10-18 (Risk Management)
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