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The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain Monte Carlo Methods
The Bayesian Analysis of Generalized Poisson Models for Claim Frequency Data Utilising Markov Chain ... paper considers the Bayesian analysis of the generalized Poisson distribution GPD and the generalized Poisson ...- 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
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Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain
Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain ... identification of abrupt change in the mean level of a process where the mean and variance of the underlying ...- Authors: J L Van Wyk, F Lombard
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain
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Demography for Actuarial Students
Demography for Actuarial Students Demography is a very exciting subject. With a simple ... useful to an actuary, yet none of them would be considered at any length if the actuary didn’t study demography ...- Authors: John A Beekman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Population data; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Markov Chain
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Ruin Theory and Credit Risk
model the credit rating. Recursive equations for finite time ruin probability and distribution of ruin ... ultimate ruin probability, severity of ruin and joint distribution of surplus before and after ruin are ...- Authors: Hailiang Yang
- Date: Jan 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Stochastic models
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Modelling Multi-State Processes Using A Markov Assumption
Processes Using A Markov Assumption In this paper, the authors show how probabilities and actuarial values ... intensities are suggested as a way to extend the approach to the inhomogeneous case. From Actuarial ...- Authors: Bruce Jones
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Markov Chain