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Claims Reserving when there are Negative Values in the Development Triangle
Claims Reserving when there are Negative Values in the Development Triangle In this paper the author presents an application of Bayesian forecasting methods to the estimation of reserves for ...- Authors: Enrique de Alba
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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Estimating Parameters of the Force of Mortality in Actuarial Studies
Estimating Parameters of the Force of Mortality in Actuarial Studies This paper presents an additional view of estimating parameters of the force of mortality using Bayesian methods. Some ...- Authors: Rohan J Dalpatadu, Malwane M Ananda, Ashok K Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Estimation of Tubular Survival Models from Complete Samples
Bayesian Estimation of Tubular Survival Models from Complete Samples The problem of estimation of a tabular survival model from complete samples is considered from a Bayesian approach. If a life ...- Authors: Rohan J Dalpatadu, Malwane M Ananda, Ashok K Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods>Bayesian methods
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Credibility Formulas of the Updating Type
Credibility Formulas of the Updating Type A presentation of a mathematics/statistics based approach for determining credibility factors for possible use in group health insurance premium rate ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, PAUL ROBERT MILLER, Myron Henry Margolin
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Bayesian methods
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Some Results on Unique Relationship between Structure Functions and Credibility Expressions
Some Results on Unique Relationship between Structure Functions and Credibility Expressions Premium computation in a Bayesian context requires the use of a prior distribution [structure function] ...- Authors: E Gomez-Deniz, Enrique Calderin-Ojeda
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Graduation
Bayesian Graduation This paper shows how a graduation method may be developed as straight forward statistical estimation within a statistical theory based upon personal probability, that is, ...- Authors: Donald A Jones, George S Kimeldorf
- Date: Jun 1967
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Nonparametric Regression for Diabetes Deaths
Bayesian Nonparametric Regression for Diabetes Deaths Poisson regression models are commonly used in actuarial science to model count data e.g., the number of claims and covariates. The standard ...- Authors: Brian Hartman, David B Dahl
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Bayesian methods
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Analyzing Recent Experience on FHA Investor Loans
Analyzing Recent Experience on FHA Investor Loans This work describes a study undertaken to determine whether the Federal Housing Administration's 'FHA' single-family-home ...- Authors: Thomas Herzog
- Date: Oct 1988
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods; Public Policy
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Credibility: The Bayesian Model versus Bühlmann's Model
Credibility: The Bayesian Model versus Bühlmann's Model This paper examines the compatibility of the two models, in the hope that this exploration will prompt a greater ...- Authors: Thomas Herzog
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Statistics
Bayesian Statistics The objective of this paper is to present a technical exposition of the rudiments of Bayesian statistics. Estimation methods; 1941 4/1/1965 12:00:00 AM ...- Authors: Donald A Jones
- Date: Apr 1965
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods