1
-
3
of
3
results (0.66 seconds)
Sort By:
-
The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods
Zaire (1974) data. This data is presented in Table 1 for the reader's convenience, along with the first ... For most analyses it will be reasonable 345 Table 1. Zaire (1974) automobile accident injury counts ...- Authors: David Scollnik
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Stochastic models
-
Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS
respectively. This data set appears in Chapter 16 (see Table 16.26) of Booth et al. (1999). Define the single ... For our example, these factors are reported in Table 3 (with r = 6). A traditional chain ladder reserving ...- Authors: David Scollnik
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models
-
Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
requires the evaluation of these derivatives. TABLE 1 DENSITIES USEFUL IN ACTUARIAL APPLICATIONS ... their log-concavity properties, are listed in Table 1. These densities are parameterized as in Hogg ...- Authors: Jacques F Carriere, John A Mereu, Gordon E Klein, David Scollnik, Jeffrey S Pai
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods