Bayesian models in actuarial mathematics

DOI10.1007/s001860050016zbMath0947.62073OpenAlexW2051492084MaRDI QIDQ1298739

Klaus D. Schmidt

Publication date: 18 October 2000

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860050016

zbMATH Keywords

stochastic processesactuarial mathematicscredibility theoryBayesian modelschain ladder methodrisk processesexperience ratingaggregate claims processesclaim number processesexperience reservingsaddlepo

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (6)

Loss prediction based on run-off triangles ⋮ Continue, quit, restart probability model ⋮ Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance ⋮ Principal Applications of Bayesian Methods in Actuarial Science ⋮ Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk ⋮ Chain Ladder Prediction and Asset Liability Management

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