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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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A Set of Bayesian Models for Analysis of Claim Lags
0 0.0 p[16] 0.003947 0.0124 2.147E-5 8.21E-4 p[17] 0.004841 0.01462 2.315E-5 8.968E-4 p[18] 0.004851 ... 0 0.0 0.0 0.0 p[16] 2.147E-5 8.21E-4 0.0 0.0 p[17] 2.315E-5 8.968E-4 0.0 0.0 p[18] 9.181E-6 5.015E-4 ...- Authors: Dale Lamps
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Bayesian methods
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Bayesian Nonparametric Regression for Diabetes Deaths
Bayesian Nonparametric Regression for Diabetes Deaths Poisson regression models are commonly ... example, observations 12 and 17 may be in 4 the same cluster 80% of the time, 17 is with 18 10% of the time ...- Authors: Brian Hartman, David B Dahl
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: 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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Bayesian Graduation
Bayesian Graduation ... 13 0 .3097 14 0 .2818 15 0 .2563 16 0 .2327 17 0 .2109 18 0 .1908 19 0 .1721 20 0 .1548 21 ... -0 .997 14 -0 .998 15 -0 .999 16 -0 .999 17 - i .000 18 - i .000 19 - I .000 20 -1 .000 ...- Authors: Steven Craighead
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Hierarchical Bayesian Whittaker Graduation
Hierarchical ... Age Crude V 15 0.51 1,1358 16 0.98 1.5771 17 1.31 1.8994 18 1.09 1.4704 19 1.70 2.1556 20 1 ... 38 1.34 1.34 1.29 1.27 1.24 1.19 1.20 1.16 1 17 1.17 1 14 I . 15 1 12 ! . i0 i I I 1.08 1 ...- Authors: Stuart Klugman
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Estimating Parameters of the Force of Mortality in Actuarial Studies
Estimating Parameters of the Force of Mortality in Actuarial Studies This paper presents an additional ... < b < ~. (17) 134 The posterior density of k with respect to the prior given in (17) is ~(k/d~t~) ...- Authors: Rohan J Dalpatadu, Malwane M Ananda, Ashok K Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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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 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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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