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Credibility Formulas of the Updating Type
E[S,] = •, (16) Cov[&,Si]= V~+W~ i f i= j (17) = Wi If i < .I , fo r j= i , i - k l , . . ... want to show the validity of formulas (16) and (17). Comparing equations (7) and (8), we see that E[S ...- Authors: Hans U Gerber, James C Hickman, Donald A Jones, PAUL ROBERT MILLER, Myron Henry Margolin
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Bayesian methods
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Analyzing Recent Experience on FHA Investor Loans
Casehinders Rate 1979 5 39 12.8% 1981 25 64 39.0% 1983 17 74 23.0% As a result, the overall claim rate of ... of the distributions are related by the formulas [17, p. 55, Theorem 2.3] 1 1 1 - + (1) 2 2 2 • ...- Authors: Thomas Herzog
- Date: Oct 1988
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods; Public Policy
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Credibility: The Bayesian Model versus Bühlmann's Model
Credibility: ... P[X2 = rn~X, = k] 0 2 14 Total Value of k 17/24 7/36 7/72 7/12 85/288 35/288 14 7/12 ... of claim amounts. Example 4. 4: Suppose that 17 claims are observed during the first four periods ...- Authors: Thomas Herzog
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Graduation
for the entries a~ of the matrix A. Properties (17) and (18) are two conditions which a matrix A =- ... graduation problem) which has all of the properties (17), (18), (19), and (20) will be called admissible ...- Authors: Donald A Jones, George S Kimeldorf
- Date: Jun 1967
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods
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Bayesian Statistics
TRANSACTIONS OF SOCIETY OF ACTUARIES 1965 VOL. 17 PT. 1 NO. 47AB BAYESIAN STATISTICS " DONALD A ... probability, for me, that 0 lies between l and r." Savage [17] / / psO) 0 2.0 2.5 Fro. 2 f 0 0.5 2.4 ...- Authors: Donald A Jones
- Date: Apr 1965
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods
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Notes on Bayesian Graduation
Notes on Bayesian Graduation This paper discusses the Bayesian graduation method of Kimeldorf and Jones ... l = 4~IIE,. 1 NOTES ON BAYESIAN GRADUATION 17 The ratio h = {det [t(A)-l]/det [t(B)-t]} ~t~ may ...- Authors: James C Hickman, Donald A Jones, Thomas G Kabele, Stuart Klugman, Steven F McKay, Robert B Miller, Harwood Rosser
- Date: Oct 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Bayesian methods