Overview
Marjorie A. Rosenberg is an actuary and researcher (University of Michigan). Her work focuses on applying Bayesian and simulation methods to actuarial problems, including hierarchical models for hospital utilization and MCMC-based time-series analysis for insurance-relevant macroeconomic variables.
Key Contributions / Features
- Rosenberg and Young (1999): Introduced McCulloch-Tsay level-and-variance shift AR models to actuaries via analysis of US unemployment rates; developed modified AIC for Bayesian model selection based on posterior predictive paths; demonstrated prior sensitivity robustness.
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