Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance

DOI10.1080/034612300750066692zbMath0960.62116OpenAlexW2057483928MaRDI QIDQ2703232

Svend Haastrup

Publication date: 1 March 2001

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/034612300750066692

zbMATH Keywords

Monte Carloempirical BayesBayes estimatornonparametricparametricBayes riskfully Bayes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

A new entropy optimization model for graduation of data in survival analysis ⋮ Finite sample inference for empirical Bayesian methods ⋮ Efficient and accurate approximate Bayesian inference with an application to insurance data ⋮ Experience rating in the classic Markov chain life insurance setting

Cites Work

• Nonparametric hierarchical Bayes via sequential imputations
• Prior distributions on spaces of probability measures
• Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance
• Sequential Imputations and Bayesian Missing Data Problems

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