Second-order Bayesian revision of a generalised linear model

DOI10.1080/03461230701287517zbMath1224.62015OpenAlexW1986519781MaRDI QIDQ3077720

Greg Taylor

Publication date: 22 February 2011

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

Full work available at URL: http://hdl.handle.net/11343/34352

zbMATH Keywords

Kalman filterexponential dispersion familygeneralized linear modelloss reservingdynamic generalized linear modelBayesian revisioncompanion canonical link

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (2)

Hereditarity of potential matrices and positive affine prediction of nonnegative risks from mixture models ⋮ A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

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• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• Bayesian Estimation of Outstanding Claim Reserves
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• Actuarial Modeling with MCMC and BUGs

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