Efficient and accurate approximate Bayesian inference with an application to insurance data

DOI10.1016/j.csda.2007.09.006zbMath1309.62058OpenAlexW2086965746MaRDI QIDQ1023590

Bruce J. Worton, George Streftaris

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/11320249/Efficient_and_accurate_approximate_Bayesian_inference_with_an_application_to_insurance_data.pdf

zbMATH Keywords

Markov chain Monte Carlomixture distributionBayes riskeffective sample sizeinsurance claimsMonte Carlo errorentropy distancehierarchical Bayesian analysis

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (1)

Approximate Bayesian computations to fit and compare insurance loss models

Uses Software

• BUGS
• BayesDA

Cites Work

• Bayesian Poisson log-bilinear mortality projections
• Approximate inference for disease mapping
• Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version
• Statistical decision theory and Bayesian analysis. 2nd ed
• A natural identity for exponential families with applications in multiparameter estimation
• Inference from iterative simulation using multiple sequences
• Markov chains for exploring posterior distributions. (With discussion)
• Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Sampling-Based Approaches to Calculating Marginal Densities
• Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
• Statistical analysis of finite mixture distributions
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Toward a Reconciliation of the Bayesian and Frequentist Approaches to Point Estimation
• Hierarchical Poisson Regression Modeling
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Efficient and accurate approximate Bayesian inference with an application to insurance data