Bayesian Analysis of Loss Ratios Using the Reversible Jump Algorithm
Applications
2015-03-17 v1 Computation
Abstract
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 reversible jump algorithm can be improved on using recent methodological advances in reversible jump computation.
Keywords
Cite
@article{arxiv.1101.1264,
title = {Bayesian Analysis of Loss Ratios Using the Reversible Jump Algorithm},
author = {Garfield Brown and Steve Brooks},
journal= {arXiv preprint arXiv:1101.1264},
year = {2015}
}