Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance

DOI10.1080/034612300750066692MaRDI QIDQ2703232zbMATH OpenOpenAlexFDO

Authors 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

Bayes estimatorBayes riskempirical Bayesfully BayesMonte Carlononparametricparametric

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(6)

• Efficient and accurate approximate Bayesian inference with an application to insurance data
• Experience rating in the classic Markov chain life insurance setting
• Heterogeneity in survival models. Applications to pensions and life annuities
• A new entropy optimization model for graduation of data in survival analysis
• Book Reviews
• Finite sample inference for empirical Bayesian methods

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