A Bayesian Approach to Understanding Time Series Data

DOI10.1080/10920277.1999.10595808MaRDI QIDQ5718369zbMATH OpenOpenAlexFDO

Authors Marjorie A. Rosenberg, Virginia R. Young

Publication date 13 January 2006

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

Full work available at URL https://doi.org/10.1080/10920277.1999.10595808

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Recommendations

• scientific article; zbMATH DE number 3898059
• On models and methods for Bayesian time series analysis
• scientific article; zbMATH DE number 4024576
• scientific article; zbMATH DE number 1114428
• scientific article; zbMATH DE number 4176283

Cites work

• scientific article; zbMATH DE number 3899943 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• A Bayesian Approach to Short-term Forecasting
• A Bayesian analysis of a simultaneous equations model for insurance rate-making
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER
• BAYESian Analysis of an Autoregressiye Process with Exponential White Noise
• Bayesian analysis of compound loss distributions
• Bayesian forecasting and dynamic models
• Forecasting Social Security Actuarial Assumptions
• Fully Bayesian analysis of ARMA time series models
• State space modeling of non-standard actuarial time series
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

Cited in

(8)

• A Bayesian multivariate risk-neutral method for pricing reverse mortgages
• Graduation of term assurance data using frailty approach
• A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts
• Compound joint-life annuity frailty modeling
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• A new Bayesian approach to quantile autoregressive time series model estimation and forecasting
• Actuarial Modeling with MCMC and BUGs
• Bayesian joint modelling of life expectancy and healthy life expectancy and valuation of retirement village contract

This page was built for publication: A Bayesian Approach to Understanding Time Series Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5718369)