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Bayesian Bivariate Graduation and Forecasting
projections. Let there be K age groups in a life table. Suppose that for each age group a death rate ... ideas in the context of Bayesian clinical life table analysis. 110 -13- The Posterior Distributions ...- Authors: James C Hickman, Robert B Miller
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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A Set of Bayesian Models for Analysis of Claim Lags
A Set of Bayesian Models for Analysis of Claim Lags This paper presents Bayesian models ... claims. This is investigated on the basis of individual group data, and also relative to a larger aggregation ...- Authors: Dale Lamps
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Bayesian methods
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The Variance Premium Principle: A Bayesian Robustness Analysis
the risk X is known. P(O), is called the true individual premium or risk premium. 2.2 . BAYES IAN ANALYS ... parameter, and where ratemaking incorpo- rates individual claim experience. Therefore we now consider the ...- Authors: E Gomez-Deniz, F J Vazquez-Polo, A Hernandez-Bastida
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Conjugate Bayesian Analysis of the Negative Binomial Distribution
predictive distribution (6.1) are found in Table I. 111 TABLE 1 The exact and the approximate predictive ... Applied to the Canadian Merk Rating Plan for Individual Automobile Risk," Proceedings. Casual~ Actug~al ...- Authors: James C Hickman
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Graduation
graduated rates wi l l converge to the pr io r table. However , in termed ia te resu l t s w i ... ly ing the 1971 Group Annu i ty Mor ta l i ty Table, Female L ives. See [6] and [i0]. The vector ...- Authors: Steven Craighead
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Claims Reserving when there are Negative Values in the Development Triangle
Claims Reserving ... are presented in the form of a run-off triangle, Table 1. Negative incremental values can arise due to ... by the presence of negatives” 3 Table 1 Year of Development Year origin 1 2 ...- Authors: Enrique de Alba
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting
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The Case of the Miscoded FHA Single Family Mortgage Records
for the special case at hand are summarized in Table 1 below. Here we have n=23, r=23, and m=223, ... Based on our assumptions and the ensuing results of Table 1, the probability that all 223 case records represent ...- Authors: Thomas Herzog
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Estimation of Tubular Survival Models from Complete Samples
The results of our calculations are shown in Table I. EXAMPLE 2: In this example (London, 1988) a ... and Bayes est imates of 8 and S(t) are given in Table 2: 340 TULE 1: Bayes est:lJate of (8~,.- Authors: Rohan J Dalpatadu, Malwane M Ananda, Ashok K Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods>Bayesian methods
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Hierarchical Bayesian Whittaker Graduation
dollars) were available for ages 15 through 100. The table was graduated by the Whi t taker method with A ... 8062 57 9.06 0.9469 Table 1 Graduation of the 1975-80 Basic Male Ultimate Table Bas ic Bayes 0 ...- Authors: Stuart Klugman
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Estimating Parameters of the Force of Mortality in Actuarial Studies
methods. Results of the analysis are given in the Table I. The p-value with the maximum likelihood procedure ... values and chi-square comparison) are given in the Table II. As minimum chi-square estimators and minimum ...- Authors: Rohan J Dalpatadu, Malwane M Ananda, Ashok K Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods