Credibility ratemaking using collateral information

DOI10.1080/03461230310017513zbMath1141.91533OpenAlexW2000052348MaRDI QIDQ3440870

Edward W. Frees, Virginia R. Young, Yu Luo

Publication date: 29 May 2007

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

Full work available at URL: https://doi.org/10.1080/03461230310017513

zbMATH Keywords

credibilityhomogeneous credibility estimatorinhomogeneous credibility estimatornormal hierarchical linear model

Mathematics Subject Classification ID

Related Items (2)

Optimal credibility estimation of random parameters in hierarchical random effect linear model ⋮ Credibility in Loss Reserving

Uses Software

• HLM

Cites Work

• A longitudinal data analysis interpretation of credibility models
• Hierarchical credibility: analysis of a random effect linear model with nested classification

This page was built for publication: Credibility ratemaking using collateral information