The generalized linear model (GLM) is a statistical model which has been widely used in
actuarial practices, especially for insurance ratemaking. Due to the inherent longitudinality of …

This paper deals with the main statistical steps involved in building an insurance plan, with
special emphasis on an application to health insurance. The pure premium is predicted …

In this paper, reference analysis, the tool provided by Berger et al.(2009), is used to obtain
reference Bayesian premiums, which can be helpful when the practitioner has insufficient …

Bayesian ideas were introduced into actuarial science in the late 1960s in the form of
empirical credibility methods for premium setting. The advance of the Bayesian methodology …

In performing Bayesian analysis of a bonus–malus system (BMS) it is normal to choose a
parametric structure, π0 (λ), in the insurer's portfolio. According to Bayesian sensitivity …

In this paper, we investigate the problems of convergence of experience-based ratemakings
regarding the Esscher principle. In addition to the Bayes and the classical credibility …

We consider several one-period reinsurance models and derive a rule which minimizes the
ruin probability of the cedent for a fixed reinsurance risk premium. The premium is calculated …

We study the propagation of uncertainty from a class of priors introduced by Arias-Nicolás et
al.[(2016) Bayesian Analysis, 11 (4), 1107–1136] to the premiums (both the collective and …

In robust Bayesian analysis a prior is assumed to belong to a family instead of being
specified exactly. The multiplicity of priors leads to a collection of Bayes actions. It is clearly …

The collective risk model for the insurance claims is considered. The objective is to estimate
a premium which is defined as a functional H specified up to an unknown parameter θ (the …