Hierarchical Bayesian collective risk model: an application to health insurance

DOI10.1016/j.insmatheco.2004.11.006zbMath1070.62096OpenAlexW2052672888MaRDI QIDQ2485538

Helio S. Migon, Fernando A. S. Moura

Publication date: 5 August 2005

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.11.006

zbMATH Keywords

Monte Carlo Markov chainPredictive distributionHealth insuranceCollective risk modelAggregate claim amount

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items

A Heavy-Tailed and Overdispersed Collective Risk Model ⋮ Bayesian graduation of mortality rates: an application to reserve evaluation ⋮ Bayesian modelling of health insurance losses

Uses Software

• WinBUGS

Cites Work

• Applications to risk theory of a Monte Carlo multiple integration method.
• Bayesian analysis of compound loss distributions
• Slice sampling. (With discussions and rejoinder)
• The Esscher premium principle in risk theory: A Bayesian sensitivity study
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Model choice: a minimum posterior predictive loss approach
• Actuarial Modeling with MCMC and BUGs
• Principal Applications of Bayesian Methods in Actuarial Science
• A Statistical Method for Monitoring a Change in the Rate of Nonacceptable Inpatient Claims
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