%0 Journal Article
%T Bayesian Analysis of Loss Ratios Using the Reversible Jump Algorithm
%A Garfield Brown
%A Steve Brooks
%J Statistics
%D 2011
%I arXiv
%X 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.
%U http://arxiv.org/abs/1101.1264v1