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A Gibbs sampler for a Poisson regression model including spatial effects is presented and evaluated. The approach is based on that a Poisson regression model can be transformed into an approximate normal linear model by data augmentation using the introduction of two sequences of latent...
Persistent link: https://www.econbiz.de/10005172787
Persistent link: https://www.econbiz.de/10003715380
In this paper we present and evaluate a Gibbs sampler for a Poisson regression model including spatial effects. The approach is based on Frühwirth-Schnatter and Wagner (2004b) who show that by data augmentation using the introduction of two sequences of latent variables a Poisson regression...
Persistent link: https://www.econbiz.de/10003309987
In this paper models for claim frequency and claim size in non-life insurance are considered. Both covariates and spatial random effects are included allowing the modelling of a spatial dependency pattern. We assume a Poisson model for the number of claims, while claim size is modelled using a...
Persistent link: https://www.econbiz.de/10003310005
In this paper we consider regression models for count data allowing for overdispersion in a Bayesian framework. We account for unobserved heterogeneity in the data in two ways. On the one hand, we consider more flexible models than a common Poisson model allowing for overdispersion in different...
Persistent link: https://www.econbiz.de/10003310097
In this paper we model the life-history of LTC patients using a Markovian multi-state model in order to calculate premiums for a given LTC-plan. Instead of estimating the transition intensities in this model we use the approach suggested by Andersen et al. (2003) for a direct estimation of the...
Persistent link: https://www.econbiz.de/10002726233
In this paper we consider regression models for count data allowing for overdispersion in a Bayesian framework. Besides the inclusion of covariates, spatial effects are incorporated and modelled using a proper Gaussian conditional autoregressive prior based on Pettitt et al. (2002). Apart from...
Persistent link: https://www.econbiz.de/10002753399
In this paper we present a Gibbs sampler for a Poisson model including spatial effects. Frühwirth-Schnatter and Wagner (2004b) show that by data augmentation via the introduction of two sequences of latent variables a Poisson regression model can be transformed into a normal linear model. We...
Persistent link: https://www.econbiz.de/10002753420