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- W2560530448 abstract "ABSTRACTExperience ratemaking plays a crucial role in general insurance in determining future premiums of individuals in a portfolio by assessing observed claims from the whole portfolio. This paper investigates this problem in which claims can be modeled by certain parametric family of distributions. The Dirichlet process mixtures are employed to model the distributions of the parameters so as to make two advantages: to produce exact Bayesian experience premiums for a class of premium principles generated from generic error functions and, at the same time, provide robust and flexible ways to avoid possible bias caused by traditionally used priors such as non informative priors or conjugate priors. In this paper, the Bayesian experience ratemaking under Dirichlet process mixture models are investigated and due to the lack of analytical forms of the conditional expectations of the quantities concerned, the Gibbs sampling schemes are designed for the purpose of approximations." @default.
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- W2560530448 date "2016-12-08" @default.
- W2560530448 modified "2023-09-26" @default.
- W2560530448 title "Bayesian ratemaking under Dirichlet process mixtures" @default.
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- W2560530448 doi "https://doi.org/10.1080/03610926.2016.1267761" @default.
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