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 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...

Through the decomposition theorem of Lebesgue and Darst it is possible to define a generalized Radon-Nikodym derivative of a bounded additive set function with respect to a bounded countably additive set function. For a bounded amart the derivatives of the components are shown to converge almost...