Sample Size Determination for Credibility Estimation

DOI10.1080/10920277.2021.2003209MaRDI QIDQ5877346zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1166155 (Why is no real title available?)
• A Bayesian criterion for sample size
• A Bayesian non-parametric model for small population mortality
• A Bayesian nonparametric model and its application in insurance loss prediction
• A course in credibility theory and its applications
• A flexible Bayesian nonparametric model for predicting future insurance claims prediction
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• Abstract credibility
• Actuarial Modeling with MCMC and BUGs
• An introduction to Bayesian analysis. Theory and methods.
• Bayesian nonparametric regression models for modeling and predicting healthcare claims
• Conjugate priors for exponential families
• Credibility evaluation for the exponential dispersion family
• Dirichlet process mixture models for insurance loss data
• 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)
• Geometrical credibility
• Infinite dimensional analysis. A hitchhiker's guide.
• Loss Models
• Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
• On recursive Bayesian predictive distributions
• Principal Applications of Bayesian Methods in Actuarial Science

Cited in

(3)

• Author’s Reply to Discussion on “Sample Size Determination for Credibility Estimation”
• Discussion on “Sample Size Determination for Credibility Estimation,” by Liang Hong, Volume 26(4)
• Evaluating the Risk in Sample Size Determination

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