Bayesian models in actuarial mathematics

The present paper provides a unifying survey of Bayesian models in different areas of actuarial mathematics. Bayesian models are discussed with regard to claim number processes, experience rating, and experience reserving. Most models are parametric, but experience rating is also considered in the case of vague prior information and an empirical Bayesian model of experience reserving is studied as well. Copyright Springer-Verlag Berlin Heidelberg 1998

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Year of publication:	1998
Authors:	Schmidt, Klaus D.
Published in:	Computational Statistics. - Springer. - Vol. 48.1998, 1, p. 117-146
Publisher:	Springer
Subject:	Actuarial mathematics \| risk processes \| experience rating \| credibility theory \| experience reserving \| chain ladder method \| Bayesian models

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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