Experience Rating with Poisson Mixtures

2010/12/21 by Garfield Brown, Brown, Garfield, Steve Brooks +3
Computer Science · Decision Sciences · Mathematics · #Applications (stat.AP) #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Probability and Risk Models #Statistical Methods and Bayesian Inference #stat.AP

paper · pdf · doi:10.48550/arxiv.1012.4702

arxiv created 2010/12/21 · openalex publication_date 2010/12/21 · arxiv updated 2010/12/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Abstract

We present a mixture Poisson model for claims counts in which the number of components in the mixture are estimated by reversible jump MCMC methods.

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