arXiv subjects

Steve Brooks

Publications and source records attributed to Steve Brooks.

2 recordsLinked to original sources

arXiv2011

Bayesian Analysis of Loss Ratios Using the Reversible Jump Algorithm

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.

stat.AP↗

arXiv2010

Experience Rating with Poisson Mixtures

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.AP↗