Bayesian models in actuarial mathematics

DOI10.1007/S001860050016MaRDI QIDQ1298739zbMATH OpenOpenAlexFDO

Authors Klaus D. Schmidt

Publication date 18 October 2000

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860050016

zbMATH Keywords

actuarial mathematicsaggregate claims processesBayesian modelschain ladder methodclaim number processescredibility theoryexperience ratingexperience reservingrisk processessaddlepostochastic processes

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(18)

• Life tables in actuarial models: from the deterministic setting to a Bayesian approach
• Loss prediction based on run-off triangles
• A review of Bayesian asymptotics in general insurance applications
• Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
• Bayes statistics for mixed Erlang-models
• Collective risk model: Poisson-Lindley and exponential distributions for Bayes premium and operational risk
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• Introduction to the mathematics of Bayes statistics for actuaries and others.
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• FAIR ACTUARIAL VALUES FOR DEDUCTIBLE INSURANCE POLICIES IN THE PRESENCE OF PARAMETER UNCERTAINTY
• Credibility estimation of distribution functions with applications to experience rating in general insurance
• Chain Ladder Prediction and Asset Liability Management
• Principal Applications of Bayesian Methods in Actuarial Science

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