Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model

DOI10.1016/J.INSMATHECO.2011.12.001zbMath1235.91103OpenAlexW2024708357MaRDI QIDQ2427835

A. David Wilkie, George Streftaris, Howard R. Waters, Erengul Ozkok

Publication date: 18 April 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.12.001

zbMATH Keywords

Bayesian analysisBurr distributionMCMCGibbs variable selectioncritical illness insurancediagnosis-settlement time laggeneralised-linear-type models

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

Modelling critical illness claim diagnosis rates I: methodology ⋮ Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling

Uses Software

• WinBUGS
• actuar
• BayesDA
• gvs_BUGS

Cites Work

• Unnamed Item
• On Bayesian model and variable selection using MCMC
• Regression with response distributions of Pareto-type
• Burr regression and portfolio segmentation
• Bayesian variable and link determination for generalised linear models
• Pareto Index Estimation Under Moderate Right Censoring
• A STATISTICAL PARADOX
• A comment on D. V. Lindley's statistical paradox
• Bayesian Modeling Using WinBUGS
• Bayesian Measures of Model Complexity and Fit
• Bayes Factors
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• Hierarchical Insurance Claims Modeling
• Actuarial Modeling with MCMC and BUGs

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