Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model
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Publication:2427835
DOI10.1016/j.insmatheco.2011.12.001zbMath1235.91103MaRDI QIDQ2427835
George Streftaris, Howard R. Waters, Erengul Ozkok, A. David Wilkie
Publication date: 18 April 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.12.001
Bayesian analysis; Burr distribution; MCMC; Gibbs variable selection; critical illness insurance; diagnosis-settlement time lag; generalised-linear-type models
62J12: Generalized linear models (logistic models)
65C40: Numerical analysis or methods applied to Markov chains
Uses Software