Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/42951
Título: Using a Bayesian hierarchical model for fitting automobile claim frequency data
Autores/as: Gómez-Déniz, E. 
Sarabia, J. M.
Pérez-Sánchez, J. M. 
Vazquez-Polo, F. J. 
Clasificación UNESCO: 1209 Estadística
Palabras clave: Automóviles
Métodos bayesianos
Fecha de publicación: 2008
Editor/a: 0361-0926
Publicación seriada: Communications in Statistics - Theory and Methods 
Resumen: 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
Fuente: Communications In Statistics-Theory And Methods[ISSN 0361-0926],v. 37 (9), p. 1425-1435
Colección:Artículos
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