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Using Expert Opinion In Actuarial Science - Why Am I The Last One?
Use Bayes Theorem to incorporate calibration: f (p|S) (again Dirichlet, with parameters (a1 + S1, . . ... for Xn+1, f (xn+1|S) by conditioning on the pm1,m2,...,mk : P[Xn+1 ∈ Jm1,...,mk |S] = Sm1,...,mk + am1 ...- Authors: Michel Jacques, Mathieu Pigeon
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Actuarial Profession>Competencies; Modeling & Statistical Methods>Bayesian methods
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Bayesian Inference Resistant to Outliers, Using Super Heavy-tailed Distributions, for the Calculation of Premiums
1 σ fi ( xi σ ) = 1 sxi N ( log xi − log σ s ) , where N(·) is the density of a N(0,1) Speaker: ... 1 σ fi ( xi σ ) = 1 sxi N ( log xi − log σ s ) , where N(·) is the density of a N(0,1) Speaker: ...- Authors: Alain Desgagne, JEAN-FRANCOIS ANGERS
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Modeling & Statistical Methods>Bayesian methods