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Hierarchical Bayesian collective risk model: an application to health insurance

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  • Migon, Helio S.
  • Moura, Fernando A.S.

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  • Migon, Helio S. & Moura, Fernando A.S., 2005. "Hierarchical Bayesian collective risk model: an application to health insurance," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 119-135, April.
    • Handle: RePEc:eee:insuma:v:36:y:2005:i:2:p:119-135
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    References listed on IDEAS

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    1. Marjorie Rosenberg, 2001. "A Statistical Method for Monitoring a Change in the Rate of Nonacceptable Inpatient Claims," North American Actuarial Journal, Taylor & Francis Journals, vol. 5(4), pages 74-83.
    2. Pai, Jeffrey S., 1997. "Bayesian analysis of compound loss distributions," Journal of Econometrics, Elsevier, vol. 79(1), pages 129-146, July.
    3. David Scollnik, 2001. "Actuarial Modeling with MCMC and BUGs," North American Actuarial Journal, Taylor & Francis Journals, vol. 5(2), pages 96-124.
    4. Udi Makov, 2001. "Principal Applications of Bayesian Methods in Actuarial Science," North American Actuarial Journal, Taylor & Francis Journals, vol. 5(4), pages 53-57.
    5. Usabel, Miguel A., 1998. "Applications to risk theory of a Monte Carlo multiple integration method," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 71-83, October.
    6. Gomez-Deniz, E. & Hernandez-Bastida, A. & Vazquez-Polo, F. J., 1999. "The Esscher premium principle in risk theory: a Bayesian sensitivity study," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 387-395, December.
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    Cited by:

    1. Peng Yang & Zhiping Chen, 2023. "Optimal Private Health Insurance Contract towards the Joint Interests of a Policyholder and an Insurer," Mathematics, MDPI, vol. 11(10), pages 1-28, May.
    2. da Rocha Neves, Cesar & Migon, Helio S., 2007. "Bayesian graduation of mortality rates: An application to reserve evaluation," Insurance: Mathematics and Economics, Elsevier, vol. 40(3), pages 424-434, May.
    3. Ying Zhang & Jacques Vanneste & Jiaxin Xu & Xiaoxing Liu, 2019. "Critical Illness Insurance to alleviate catastrophic health expenditures: new evidence from China," International Journal of Health Economics and Management, Springer, vol. 19(2), pages 193-212, June.
    4. Salazar García, Juan Fernando & Guzmán Aguilar, Diana Sirley & Hoyos Nieto, Daniel Arturo, 2023. "Modelación de una prima de seguros mediante la aplicación de métodos actuariales, teoría de fallas y Black-Scholes en la salud en Colombia [Modelling of an insurance premium through the application," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 35(1), pages 330-359, June.
    5. Kalfin & Sukono & Sudradjat Supian & Mustafa Mamat, 2023. "Model for Determining Insurance Premiums Taking into Account the Rate of Economic Growth and Cross-Subsidies in Providing Natural Disaster Management Funds in Indonesia," Sustainability, MDPI, vol. 15(24), pages 1-15, December.
    6. Shang-Yin Yang & Chou-Wen Wang & Hong-Chih Huang, 2016. "The Valuation of Lifetime Health Insurance Policies with Limited Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(3), pages 777-800, September.
    7. Zeinab Amin & Maram Salem, 2015. "Bayesian modelling of health insurance losses," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(2), pages 231-251, February.
    8. Jin‐Zhu Yu & Hiba Baroud, 2019. "Quantifying Community Resilience Using Hierarchical Bayesian Kernel Methods: A Case Study on Recovery from Power Outages," Risk Analysis, John Wiley & Sons, vol. 39(9), pages 1930-1948, September.

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