Hierarchical Bayesian collective risk model: an application to health insurance

DOI10.1016/J.INSMATHECO.2004.11.006MaRDI QIDQ2485538zbMATH OpenOpenAlexFDO

Authors Helio S. Migon, Fernando A. S. Moura

Publication date 5 August 2005

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2004.11.006

zbMATH Keywords

Aggregate claim amountCollective risk modelHealth insuranceMonte Carlo Markov chainPredictive distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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Cited in

(17)

• Bayesian nonparametric predictive modeling of group health claims
• Bayesian multinomial latent variable modeling for fraud and abuse detection in health insurance
• Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information
• scientific article; zbMATH DE number 5121150 (Why is no real title available?)
• Bayesian analysis of a health insurance model
• Una generalizzazione del modello Inferenziale bayesiano «Poisson-Gamma». Application in assicurazioni malattia
• A heavy-tailed and overdispersed collective risk model
• Bayesian modelling of health insurance losses
• scientific article; zbMATH DE number 2187938 (Why is no real title available?)
• Risk analysis model based on a probabilistic neural network in an underwriting area
• Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
• Optimal time-consistent social health insurance and private health insurance strategy under a new health insurance framework
• Predictability and Financial Sufficiency of Health Insurance in Colombia: An Actuarial Analysis With a Bayesian Approach
• Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity
• A Bayesian valuation framework for catastrophe bonds
• Constructing an urban population model for medical insurance scheme using microsimulation techniques
• Bayesian graduation of mortality rates: an application to reserve evaluation

Describes a project that uses

Uses Software

• WinBUGS

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