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The Implementation of Bayesian Credibility Models by a Sampling-Resampling Techniques
The Implementation of Bayesian Credibility Models by a Sampling-Resampling Techniques The implementation ... implementation of credibility theories is often hampered by the computational difficulties of evaluating integrals ...- Authors: Udi E Makov
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Sequential Credibility Evaluation via Stochastic Approximation
a powerful tool for sequential estimation of zero points of a function. In this paper, this methodology ... a broad class of credibility formulae derived for the Exponential Dispersion Family. The authors further ...- Authors: Udi E Makov, Zinoviy Landsman
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models