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Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance |
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| Authors: | Svend Haastrup |
| Abstract: | Norberg (1989) analyses the heterogeneity in a portfolio of group life insurances using a parametric empirical Bayesian approach. In the present paper the model of Norberg is compared to a parametric fully Bayesian model and to a non-parametric fully Bayesian model. |
| Keywords: | Empirical Bayes Fully Bayes Parametric Parametric Monte Carlo Bayes Estimator Bayes Risk |