Bayesian nonparametric mixtures of Poisson and normal regressions using DP and PY priors are fitted via MCMC to predict claims frequency and severity, with an illustration on French motor insurance data.
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Modeling Insurance Claims using Bayesian Nonparametric Regression
Bayesian nonparametric mixtures of Poisson and normal regressions using DP and PY priors are fitted via MCMC to predict claims frequency and severity, with an illustration on French motor insurance data.