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Bayesian models in actuarial mathematics (1998)

Schmidt, Klaus D.

Springer

Mathematical methods of operations research 48 (1998), S. 117-146

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Details

ISSN: 1432-5217

Schlagwort(e): Key words: Actuarial mathematics ; risk processes ; experience rating ; credibility theory ; experience reserving ; chain ladder method ; Bayesian models

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik , Wirtschaftswissenschaften

Notizen: Abstract. The present paper provides a unifying survey of Bayesian models in different areas of actuarial mathematics. Bayesian models are discussed with regard to claim number processes, experience rating, and experience reserving. Most models are parametric, but experience rating is also considered in the case of vague prior information and an empirical Bayesian model of experience reserving is studied as well.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/s001860050016

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