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Non-life rate-making with Bayesian GAMs

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  • Denuit, Michel
  • Lang, Stefan

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  • Denuit, Michel & Lang, Stefan, 2004. "Non-life rate-making with Bayesian GAMs," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 627-647, December.
    • Handle: RePEc:eee:insuma:v:35:y:2004:i:3:p:627-647
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    References listed on IDEAS

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    1. 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.
    2. Dionne, G & Vanasse, C, 1992. "Automobile Insurance Ratemaking in the Presence of Asymmetrical Information," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(2), pages 149-165, April-Jun.
    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. Boskov, M. & Verrall, R. J., 1994. "Premium Rating by Geographic Area Using Spatial Models," ASTIN Bulletin, Cambridge University Press, vol. 24(1), pages 131-143, May.
    5. Coutts, Stewart, 1984. "Motor premium rating," Insurance: Mathematics and Economics, Elsevier, vol. 3(2), pages 73-96, April.
    6. Dionne, Georges & Vanasse, Charles, 1989. "A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component," ASTIN Bulletin, Cambridge University Press, vol. 19(2), pages 199-212, November.
    7. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, November.
    8. M. P. Wand, 2003. "Smoothing and mixed models," Computational Statistics, Springer, vol. 18(2), pages 223-249, July.
    9. Ludwig Fahrmeir & Stefan Lang, 2001. "Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(1), pages 11-30, March.
    10. 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, February.
    11. Julian Besag & Jeremy York & Annie Mollié, 1991. "Bayesian image restoration, with two applications in spatial statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 1-20, March.
    12. 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, April.
    13. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, November.
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