Combining generalized linear models and credibility models in practice

DOI10.1080/03461230701878612zbMath1224.91080OpenAlexW2141790034MaRDI QIDQ3077723

Esbjörn Ohlsson

Publication date: 22 February 2011

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230701878612

zbMATH Keywords

credibility theorygeneralized linear modelshierarchical credibilitymotor insurancecar model classificationmulti-level factor

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Related Items (15)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Bayesian credibility for GLMs ⋮ On the goodness-of-fit tests for gamma generalized linear models ⋮ A data driven binning strategy for the construction of insurance tariff classes ⋮ Credibility pseudo-estimators ⋮ A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS ⋮ Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance ⋮ Hierarchical credibility pseudo-estimators ⋮ Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio ⋮ Claims reserving in the hierarchical generalized linear model framework ⋮ Regression Tree Credibility Model ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING ⋮ EVOLUTIONARY HIERARCHICAL CREDIBILITY ⋮ Multi-stage nested classification credibility quantile regression model

Cites Work

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• A course in credibility theory and its applications
• Exact Credibility and Tweedie Models
• Fitting Tweedie's compound poisson model to insurance claims data

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