Bayesian/Statistical modelling with actuarial applications

贝叶斯/统计建模与精算应用

• 批准号: 139740-2009
• 负责人: Scollnik, David
• 金额: $ 1.17万
• 依托单位: University of Calgary
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2010
• 资助国家: 加拿大
• 起止时间: 2010-01-01 至 2011-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=451906
• 关键词: Bayesian; Statistical; modelling; actuarial; applications

This research is concerned with actuarial modelling incorporating Bayesian methods. The results it produces will find application in the determination of appropriate and fair insurance premiums and adequately funded public and private pension plans. These subjects are of concern to most members of our society and are of tremendous importance to the average Canadian. Actuarial practitioners (or actuaries) study issues like these and develop models and solutions for financial and societal problems involving uncertain future events. These models often include a statistical component, since the study of future events almost always includes some aspect of randomness.

本研究涉及结合贝叶斯方法的精算建模。它产生的结果将适用于确定适当和公平的保险费以及资金充足的公共和私人养恤金计划。这些问题是我们社会大多数成员所关心的，对普通加拿大人来说也非常重要。精算从业者（或精算师）研究这些问题，并为涉及不确定未来事件的金融和社会问题开发模型和解决方案。这些模型通常包含统计成分，因为对未来事件的研究几乎总是包含随机性的某些方面。