Claim Dependence Induced by Common Effects in Hierarchical Credibility Models

DOI10.1080/03610926.2011.625487zbMath1416.62583OpenAlexW2094547763MaRDI QIDQ2862318

Adem Kilicman, Mahdi Ebrahimzadeh, Noor Akma Ibrahim, Abdul Aziz Jemain

Publication date: 14 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.625487

zbMATH Keywords

hierarchical structureclaim dependencecommon effectscredibility models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (6)

Regression credibility estimator with two-level common effects ⋮ The balanced credibility estimators with correlation risk and inflation factor ⋮ Multidimensional balanced credibility model with time effect and two level random common effects ⋮ Credibility estimators with dependence structure over risks and time under balanced loss function ⋮ Multidimensional credibility estimators with random common effects and time effects ⋮ EVOLUTIONARY HIERARCHICAL CREDIBILITY

Cites Work

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• The credibility premiums for models with dependence induced by common effects
• Claim dependence with common effects in credibility models
• A course in credibility theory and its applications
• The Credibility Estimator with General Dependence Structure Over Risks
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Credibility analysis of a general hierarchical model

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