nav emailalert searchbtn searchbox tablepage yinyongbenwen piczone journalimg journalInfo journalinfonormal searchdiv searchzone qikanlogo popupnotification paper paperNew
2002, 08, 45-49
现代Bayes方法在精算学中的应用及展望
基金项目(Foundation): 国家社科基金重点项目《现代统计推断理论与方法研究》的资助
邮箱(Email):
DOI: 10.19343/j.cnki.11-1302/c.2002.08.012
摘要:

Abstract:

In this paper,the authors review the history and devlopment of Bayesian methods.The accomplishments of applications of modern Bayesian methods in Actuarial Science are summarized.Finally,the perspective of modern Bayesian methods research in Actuarial Science is discussed.

KeyWords:
参考文献

[1]S .JamesPress,“Bayesstatistics:Principles,Models,andApplications.”JohnWiley&Sons,1989.中译本廖文等译,贝叶斯统计学:原理、模型及应用.北京:中国统计出版社,1992.

[2]SamuelKotz,吴喜之.现代贝叶斯统计学.北京:中国统计出版社,2000.

[3]BergerJ .O .,“StatisticalDecisionTheoryandBayesianAnalysis”.2 nded.NewYork:SpringerVerlage,1985.中译本:贾乃光译.统计决策论及贝叶斯分析.北京:中国统计出版社,1998.

[4]茆诗松,王静龙等.高等数理统计.北京:高等教育出版社.1998.

[5]Buhlmann,H .ExperienceRatingandProbability.ASTINBulletin,1967,4:199207.———ExperienceRatingandProbability.ASTINBulletin,1969,5:157~65.

[6]Berger,J .O .AnOverviewofRobustBayesianAnalysis(withdiscussion).Test,1994,3:5~124.

[7]Dickson,D .C .M .L .M .Tedesco,andB .Zehnworth..Prei dictiveAggregateClaimDistribution.TheJournalofRiskandInsurance,1998,65:689~709.

[8]Dellaportas,P .,A .F .M .Smith,andP .Stavropoulos.Bayes ianAnalysisofMortalityData.JournalofRoyalStatisticalSociety(SeriesA)164:275~91.

[9]Herzog,T .N .Credibility:TheBayesianModelVersusBuhl mannModel.TransactionofSocietyofActuaries1990,41:43~88.

[10]Haberman,S .,andA .E .Renshaw.GeneralizedLinerMode lsandActuarialScience.TheStatistician,1996,45(4):407~36.

[11]Lavine,M .SensitivityinBayesianStatistics:thePriorandtheLikelihood.JournalofAmericanStatisticalSociety.1991,86:400~3.

[12]Lindley,D .V .ThePhilosophyofStatistics.TheStatistician,2000,49:293~337.

[13]Makov,U .E .PrincipalApplicationsofBayesianMethodsinActuraialScience:APerspective,(withdiscussion).NorthAmericanActuarialJournal,2001,5(4):53~73.

[14]Makov,U .E .,A .F .M .Smith,andY H .Liu.BayesianMethodsinActuarialScience.TheStatistician,1996,45:503~15.

[15]Scollnik,D .P .M ..ActuarialModelingwithMCMCandBUGS .NorthAmericanActuarialJournal.2001,5(2):96~124.

[16]Young,V .R .CredibilityUsingSemiParametricModelsandaLossFunctionwithaConstancyPenalty.Insurance:Math ematics&Economics.2000,26:151~56.

基本信息:

DOI:10.19343/j.cnki.11-1302/c.2002.08.012

中图分类号:O212.8;F224

引用信息:

[1]刘乐平,袁卫.现代Bayes方法在精算学中的应用及展望[J].统计研究,2002(08):45-49.DOI:10.19343/j.cnki.11-1302/c.2002.08.012.

基金信息:

国家社科基金重点项目《现代统计推断理论与方法研究》的资助

发布时间:

2002-08-15

出版时间:

2002-08-15

检 索 高级检索

引用

GB/T 7714-2015 格式引文
MLA格式引文
APA格式引文