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

stochastic processeschain ladder methodcredibility theoryactuarial mathematicsrisk processesBayesian modelsexperience ratingaggregate claims processesclaim number processesexperience reservingsaddlepo

Mathematics Subject Classification ID

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

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