A Bayesian analysis of a simultaneous equations model for insurance rate-making

DOI10.1016/0167-6687(93)90238-KzbMath0840.62091OpenAlexW2078816835MaRDI QIDQ689568

David P. M. Scollnik

Publication date: 12 December 1993

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

Full work available at URL: https://doi.org/10.1016/0167-6687(93)90238-k

Mathematics Subject Classification ID

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

Related Items (6)

Graduation of term assurance data using frailty approach ⋮ Bayesian analysis of an intervened poisson distribution ⋮ An index sampling algorithm for the bayesian analysis of a class of model selection problems ⋮ Compound joint-life annuity frailty modeling ⋮ Actuarial Modeling with MCMC and BUGs ⋮ A Bayesian Approach to Understanding Time Series Data

Uses Software

• Gibbsit

Cites Work

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• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Calculation of Posterior Distributions by Data Augmentation
• Inference for nonconjugate Bayesian Models using the Gibbs sampler

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