On the ordering of credibility factors

DOI10.1016/j.insmatheco.2021.10.005zbMath1475.91322arXiv2109.07956OpenAlexW3214386398MaRDI QIDQ2665880

Jae Youn Ahn, Himchan Jeong, Yang Lu

Publication date: 19 November 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.07956

zbMATH Keywords

time seriescredibilitydependenceauto insurancedynamic random effectsposterior ratemaking

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (3)

A simple Bayesian state-space approach to the collective risk models ⋮ Diagnostic tests before modeling longitudinal actuarial data ⋮ Tweedie multivariate semi-parametric credibility with the exchangeable correlation

Uses Software

• mctoolbox
• hglm

Cites Work

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