Discussion on Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance

North American Actuarial Journal, 2016, Forthcoming

6 Pages Posted: 15 Jan 2016

See all articles by Liang Hong

Liang Hong

The University of Texas at Dallas

Ryan Martin

North Carolina State University - Department of Statistics

Date Written: November 15, 2015

Abstract

Here we make several comments concerning the full nonparametric Bayesian approach that motivated the new techniques in the paper "Credibility estimation of distribution functions with applications to experience rating and general insurance,'' by Cai, Wen, Wu, and Zhou, published in the North American Actuarial Journal, 2015.

JEL Classification: C14, C15, G22

Suggested Citation

Hong, Liang and Martin, Ryan, Discussion on Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance (November 15, 2015). North American Actuarial Journal, 2016, Forthcoming, Available at SSRN: https://ssrn.com/abstract=2715141

Liang Hong (Contact Author)

The University of Texas at Dallas ( email )

2601 North Floyd Road
Richardson, TX 75083
United States

Ryan Martin

North Carolina State University - Department of Statistics ( email )

Raleigh, NC 27695-8203
United States

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