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: 2012
• 资助国家: 加拿大
• 起止时间: 2012-01-01 至 2013-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=497347
• 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.

这项研究涉及结合贝叶斯方法的精算建模。它产生的结果将被应用于确定适当和公平的保险费以及为公共和私人养老金计划提供充足资金。这些问题是我们社会大多数成员关心的问题，对普通加拿大人来说也是非常重要的。精算从业者(或精算师)研究类似的问题，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。这些模型通常包括统计部分，因为对未来事件的研究几乎总是包括某些方面的随机性。