Bayesian Statistics in Actuarial Science

Name: Bayesian Statistics in Actuarial Science
Brand: Springer
SKU: 9789048157907
Price: 162.98 EUR
Availability: InStock

with Emphasis on Credibility

Autor: Stuart A. Klugman

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer

Dostupnosť: Skladom u dodávateľa v malom množstve

Odosielame za 11-15 dní

162.98 €

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

Informácie o knihe

Autor

Stuart A. Klugman

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2010

Stránok

238

EAN

9789048157907

ISBN

9048157900

Enbook ID

01974315

Vydavateľ

Springer

Hmotnosť

397

Rozmery

155 x 235 x 15

Kompletný popis

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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Kompletný popis

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