References
- Berger , J. O. 1985 . Statistical Decisions and Bayesian Analysis , 2nd ed , New York : Springer-Verlag .
- Bühlmann , H. 1967 . Experience Rating And Probability . ASTIN Bulletin , 4 : 199 – 207 .
- Bühlmann , H. 1969 . Experience Rating And Probability . ASTIN Bulletin , 5 : 157 – 165 .
- Carlin , B. P. and Louis , T. A. 1996 . Bayes and Empirical Bayes Methods for Data Analysis , New York : Chapman & Hall .
- de Alba , E. and Juarez , M. 2001 . “ Bayesian Estimation of Outstanding Claims Reserves ” . In Research Report 01-01 , Institute of Insurance and Pension Research, University of Waterloo .
- Haberman , S. and Renshaw , A. E. 1996 . Generalized Linear Models and Actuarial Science . The Statistician , 45 ( 4 ) : 407 – 436 .
- Hickman , J. C. and Miller , R. B. 1977 . Notes on Bayesian Graduation . Transactions of the Society of Actuaries , 29 : 1 – 21 .
- Kimeldorf , G. S. and Jones , D. A. 1967 . Bayesian Graduation . Transactions of the Society of Actuaries , 19 : 66 – 112 .
- Klugman , S. A. 1992 . Bayesian Statistics in Actuarial Science , Boston : Kluwer .
- London , R. L. 1985 . Graduation: The Revision of Estimates , Winsted, CT : ACTEX Publications .
- Mendoza , M. , Madrigal , A. M. and Gutiéerrez-Peña , E. 2001 . “ Predictive Mortality Graduation and the Value at Risk: A Bayesian Approach ” . Mexico : Working Paper DE-C01.5, ITAM .
- Morris , C. 1983 . Parametric Empirical Bayes Inference: Theory and Applications . Journal of the American Statistical Association , 78 : 47 – 65 .
- O’Hagan , A. 1994 . Kendall’s Advanced Theory of Statistics, Vol. 2B, Bayesian Statistics , London : Edward Arnold .
- Scollnik , D. P. M. 2001 . Actuarial Modeling with MCMC and BUGS . North American Actuarial Journal , 5 ( 2 ) : 96 – 124 .
- Verrall , R. J. 1990 . Bayes and Empirical Bayes Estimation for the Chain Ladder Model . ASTIN Bulletin , 20 : 217 – 238 .