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stat.AP2011
Bayesian Analysis of Loss Ratios Using the Reversible Jump Algorithm
Garfield Brown, Steve Brooks
In this paper we consider the problem of model choice for a set of insurance loss ratios. We use a reversible jump algorithm for our model discrimination and show how the vanilla r…
stat.AP2010
Experience Rating with Poisson Mixtures
Garfield Brown, Steve Brooks, Winston Buckley
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.
stat.AP2010
Discrimination for Two Way Models with Insurance Application
Garfield Brown, Winston Buckley
In this paper, we review and apply several approaches to model selection for analysis of variance models which are used in a credibility and insurance context. The reversible jump…