Principal Applications of Bayesian Methods in Actuarial Science

DOI10.1080/10920277.2001.10596011zbMath1083.62538OpenAlexW1565571554MaRDI QIDQ5718233

Udi E. Makov

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2001.10596011

Mathematics Subject Classification ID

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

Related Items (14)

An optimal co-reinsurance strategy ⋮ Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC ⋮ A review of Bayesian asymptotics in general insurance applications ⋮ A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims ⋮ Robust Bayesian analysis of loss reserving data using scale mixtures distributions ⋮ Bayesian Estimation of Outstanding Claim Reserves ⋮ Comparing Credibility Estimates of Health Insurance Claims Costs ⋮ An Accurate Asymptotic Approximation for Experience Rated Premiums ⋮ Non-life rate-making with Bayesian GAMs ⋮ Hierarchical Bayesian collective risk model: an application to health insurance ⋮ A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts ⋮ Intrinsic objective Bayesian estimation of the mean of the Tweedie family ⋮ Claims Reserving When There Are Negative Values in the Runoff Triangle ⋮ Sample Size Determination for Credibility Estimation

Cites Work

• Decision theoretic foundations of credibility theory
• Bayesian models in actuarial mathematics
• Sequential credibility evaluation for symmetric location claim distributions
• Credibility using semiparametric models and a loss function with a constancy penalty
• The Esscher premium principle in risk theory: A Bayesian sensitivity study
• Exponential Dispersion Models and Extensions: A Review
• Abstract credibility
• Exponential dispersion models and credibility
• On Stochastic Approximation and Credibility
• Markov-chain monte carlo: Some practical implications of theoretical results
• On implications of credible means being exact bayesian
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• Global Bayesian Robustness for Some Classes of Prior Distributions
• On credibility evaluation and the tail area of the exponential dispersion family

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