Discussion on Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance
North American Actuarial Journal, 2016, Forthcoming
6 Pages Posted: 15 Jan 2016
Date Written: November 15, 2015
Here we make several comments concerning the full nonparametric Bayesian approach that motivated the new techniques in the paper "Credibility estimation of distribution functions with applications to experience rating and general insurance,'' by Cai, Wen, Wu, and Zhou, published in the North American Actuarial Journal, 2015.
JEL Classification: C14, C15, G22
Suggested Citation: Suggested Citation