Bayesian Statistics in Actuarial Science

Name: Bayesian Statistics in Actuarial Science
Brand: Springer
SKU: 9789048157907
Price: 724.47 PLN
Availability: InStock

with Emphasis on Credibility

Autor: Stuart A. Klugman

Język:

Oprawa: Miękka

Wydawca: Springer

Dostępność: Dostępna u dostawcy w małych ilościach

Wysyłamy za 11-15 dni

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The debate between the proponents of "classical" and "Bayesian" statistica} methods continues unabat...

Informacje o książce

Autor

Stuart A. Klugman

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2010

strony

238

EAN

9789048157907

ISBN

9048157900

Enbook ID

01974315

Wydawca

Springer

Waga

397

Wymiary

155 x 235 x 15

Pełny opis

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 particularly suited for Bayesian analysis. This has been apparent to actuaries for a long time, but the lack of adequate computing power and appropriate algorithms had led to the use of various approximations. The two greatest advantages to the actuary of the Bayesian approach are that the method is independent of the model and that interval estimates are as easy to obtain as point estimates. The former attribute means that once one learns how to analyze one problem, the solution to similar, but more complex, problems will be no more difficult. The second one takes on added significance as the actuary of today is expected to provide evidence concerning the quality of any estimates. While the examples are all actuarial in nature, the methods discussed are applicable to any structured estimation problem. In particular, statisticians will recognize that the basic credibility problem has the same setting as the random effects model from analysis of variance.

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Bayesian Statistics in Actuarial Science

with Emphasis on Credibility

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