Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42951
Title: Using a Bayesian hierarchical model for fitting automobile claim frequency data
Authors: Gómez-Déniz, E. 
Sarabia, J. M.
Pérez-Sánchez, J. M. 
Vazquez-Polo, F. J. 
UNESCO Clasification: 1209 Estadística
Keywords: Automóviles
Métodos bayesianos
Issue Date: 2008
Publisher: 0361-0926
Journal: Communications in Statistics - Theory and Methods 
Abstract: In this article, we consider Bayesian statistical models in which prior distribution of the risk parameter is to be specified in a hierarchical fashion. The model obtained is shown to be over-dispersed and competitive with other models in the literature for fitting automobile claim frequency data. We obtain analytical forms of the distribution, which presents excellent properties. The methodology is illustrated by practical examples in setting automobile third party liability insurance, with which its sensitivity to the structure function is tested.
URI: http://hdl.handle.net/10553/42951
ISSN: 0361-0926
DOI: 10.1080/03610920701825940
Source: Communications In Statistics-Theory And Methods[ISSN 0361-0926],v. 37 (9), p. 1425-1435
Appears in Collections:Artículos
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