Bayesian Statistics in Actuarial Science with Emphasis on Credibility

Bayesian Statistics in Actuarial Science with Emphasis on Credibility / by Stuart A. Klugman.

The debate between the proponents of "classical" and "Bayesian" statistica} methods continues unabated. It is not the purpose of the text to resolve those issues but rather to demonstrate that within the realm of actuarial science there are a number of problems that are particula...

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Bibliographic Details
Main Author: Klugman, Stuart A. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Dordrecht : Springer Netherlands : Imprint: Springer, 1992.
Edition:1st ed. 1992.
Series:Huebner International Series on Risk, Insurance and Economic Security, 15
Springer eBook Collection.
Subjects:
Business.
Management science.
Statistics .
Finance.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1. Introduction
  • 2. Bayesian Statistical Analysis
  • 3. Computational Aspects of Bayesian Analysis
  • 4. Prediction with Parameter Uncertainty
  • 5. The Credibility Problem
  • 6. The Hierarchical Bayesian Approach
  • 7. The Hierarchical Normal Linear Model
  • 8. Examples
  • 9. Modifications to the Hierarchical Normal Linear Model
  • Appendix. Algorithms, Programs, and Data Sets
  • A. The Simplex Method of Function Maximization
  • B. Adaptive Gaussian Integration
  • C. Gauss-Hermite Integration
  • D. Polar Method for Generating Normal Deviates
  • E. GAUSS Programs
  • 1. Simplex Maximization
  • 2. Adaptive Gaussian Integration
  • 3. Gauss-Hermite Integration
  • 4. Monte Carlo Integration
  • 5. Tierney-Kadane Integration
  • F. Data Sets
  • 1. Data Set 1
  • 2. Data Sets 2–4.

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