Bayesian Forecasting for Accident Proneness Evaluation

DOI10.1080/03461239950132624zbMath0952.91040OpenAlexW2102389793MaRDI QIDQ4512138

Fabrizio Ruggeri, Sixto Rios-Insua, David Ríos Insua, Jacinto Martín

Publication date: 1 November 2000

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461239950132624

zbMATH Keywords

robustnesssimulationinsuranceforecastingPoisson-gamma models

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (7)

Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model ⋮ Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity ⋮ A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework ⋮ TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE ⋮ Optimal actions in problems with convex loss functions ⋮ Bayesian robustness for decision making problems: applications in medical contexts ⋮ On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums

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• Robust Empirical Bayes Analyses of Event Rates
• Infinitesimal sensitivity of posterior distributions
• Inference and Predictions from Poisson Point Processes Incorporating Expert Knowledge

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