Pesquisa de referências
Centro de Documentação

Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model
Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000cab a2200000 4500
001  MAP20120020252
003  MAP
005  20120509111918.0
008  120507e20120301esp|||p |0|||b|spa d
040  ‎$a‎​MAP‎$b‎​spa‎$d‎​MAP
084  ‎$a‎​6
24510‎$a‎​Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model‎$c‎​Erengul Ozkok..[et..al]
520  ‎$a‎​We discuss Bayesian modelling of the delay between dates of diagnosis and settlement of claims in Critical Illness Insurance using a Burr distribution. The data are supplied by the UK Continuous Mortality Investigation and relate to claims settled in the years 1999-2005. There are non-recorded dates of diagnosis and settlement and these are included in the analysis as missing values using their posterior predictive distribution and MCMC methodology. The possible factors affecting the delay (age, sex, smoker status, policy type, benefit amount, etc.) are investigated under a Bayesian approach. A 3-parameter Burr generalised-linear-type model is fitted, where the covariates are linked to the mean of the distribution. Variable selection using Bayesian methodology to obtain the best model with different prior distribution setups for the parameters is also applied. In particular, Gibbs variable selection methods are considered, and results are confirmed using exact marginal likelihood findings and related Laplace approximations. For comparison purposes, a lognormal model is also considered.
650 1‎$0‎​MAPA20080592011‎$a‎​Modelos actuariales ‌
650 1‎$0‎​MAPA20080550462‎$a‎​Diagnosis ‌
650 1‎$0‎​MAPA20080624941‎$a‎​Seguro de enfermedades graves ‌
650 1‎$0‎​MAPA20100065242‎$a‎​Teorema de Bayes ‌
650 1‎$0‎​MAPA20080618902‎$a‎​Análisis de multivariables ‌
700  ‎$0‎​MAPA20120013575‎$a‎​Ozkok, E. ‌
7730 ‎$w‎​MAP20077100574‎$t‎​Insurance : mathematics and economics‎$d‎​Oxford : Elsevier, 1990-‎$x‎​0167-6687‎$g‎​01/03/2012 Tomo 50 Número 2 - 2012 , p. 266-279