Description: This paper describes an analysis of data anomalies on computer records on 246 federally-insured mortgages. Twenty-three of the corresponding mortgages were sampled and all were found to have identical amortization plans and to have been insured under the same insurance fund. The question posed, in probabilistic terms, is the following: How many of the remaining 223 mortgages are identical in these two aspects to the 23 sampled mortgages?

Description: Abstract from a paper that describes results from a hierarchical Bayesian statistical model which predicts the probability of Non-Acceptable Claim, an unnecessary hospital stay, using hospital discharge claim records as inputs.

Description: This paper presents an additional view of estimating parameters of the force of mortality using Bayesian methods. Some examples are provided. From Actuarial Research Clearing House 1993 VOL. 1.

Description: A presentation of a mathematics/statistics based approach for determining credibility factors for possible use in group health insurance premium rate setting and experience refund setting. Includes supporting mathematical proofs of approach. Followed by discussions submitted by several people

Description: The purpose of this paper is to perform conjugate Bayesian analysis on the negative binomial distribution with the goal of providing a standard by which approximate credibility formulas and approximate predictive distriubtion may be judged. From Actuarial Research Clearing House 1993, VOL. 1.

Description: This is an abstract for the paper, Analysis of Costs for a Chronic Disease with Acute High Cost Episodes by Marjorie Rosenberg and Philip Farrell.

Description: This paper develops credibility using a longitudinal data framework. In a longitudinal data framework, one might encounter data from a cross-section of risk classes towns with a history of insurance claims available for each risk class. For the marginal claims distributions, we use generalized linear models, an extension of linear regression that also encompasses Weibull and Gamma regressions. Copulas are used to model the dependencies over time specifically, this paper is the first to propose using a t-copula in the context of generalized linear models. The t-copula is the copula associated with the multivariate t-distribution like univariate t-distributions, it seems especially suitable for empirical work. Moreover, we show that the t-copula gives rise to easily computable predictive distributions that we use to generate credibility predictors. Like Bayesian methods, our copula credibility prediction methods allow us to provide an entire distribution of predicted claims, not just a point prediction.

Description: A discussion of the point wise convergence of the Bayesian point estimates under conjugate priors belonging to the linear exponential families.

Description: This is a presentation from the Actuarial Research Conference in August 2006 in Montreal. It is on Bayesian Inference Resistant to Outliers. Presented by Alain Desgagne.