Exact Credibility and Tweedie Models

DOI10.2143/AST.36.1.2014146zbMath1162.91429OpenAlexW4242518761MaRDI QIDQ3632863

Esbjörn Ohlsson, Björn Johansson

Publication date: 15 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.36.1.2014146

Mathematics Subject Classification ID

Related Items (9)

A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS ⋮ Non-Life Insurance Risk Classification Using Categorical Embedding ⋮ Tweedie multivariate semi-parametric credibility with the exchangeable correlation ⋮ Claims reserving in the hierarchical generalized linear model framework ⋮ Prediction error for credible claims reserves: an \(h\)-likelihood approach ⋮ A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING ⋮ Combining generalized linear models and credibility models in practice ⋮ CALENDAR YEAR EFFECT MODELING FOR CLAIMS RESERVING IN HGLM ⋮ Intrinsic objective Bayesian estimation of the mean of the Tweedie family

Cites Work

• A course in credibility theory and its applications

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