Sample Size Determination for Credibility Estimation

DOI10.1080/10920277.2021.2003209OpenAlexW4205631973MaRDI QIDQ5877346FDOQ5877346

Liang Hong

Publication date: 10 February 2023

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2021.2003209

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Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Loss Models
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• On Recursive Bayesian Predictive Distributions
• Geometrical credibility
• Actuarial Modeling with MCMC and BUGs
• Bayesian nonparametric regression models for modeling and predicting healthcare claims
• A Flexible Bayesian Nonparametric Model for Predicting Future Insurance Claims
• A Bayesian nonparametric model and its application in insurance loss prediction
• Credibility evaluation for the exponential dispersion family
• A Bayesian criterion for sample size
• A review of Bayesian asymptotics in general insurance applications
• Discussion on “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance,” by Xiaoqiang Cai, Limin Wen, Xianyi Wu, and Xian Zhou, Volume 19(4)
• Dirichlet process mixture models for insurance loss data
• Abstract credibility

Cited In (1)

• Evaluating the Risk in Sample Size Determination

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