Hierarchical credibility: analysis of a random effect linear model with nested classification

DOI10.1080/03461238.1986.10413807zbMath0649.62099OpenAlexW2139825189MaRDI QIDQ3795117

Ragnar Norberg

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03461238.1986.10413807

zbMATH Keywords

empirical Bayesrandom effectsrandom coefficient regression modelestimators of the structural parametersLinear Bayes estimatorsmulti-stage nested classification

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (26)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Bisk theory and its statistics enyiroment ⋮ Regression credibility estimator with two-level common effects ⋮ Prediction of Outstanding Claims: A Hierarchical Credibility Approach ⋮ Optimal credibility estimation of random parameters in hierarchical random effect linear model ⋮ Regression Tree Credibility Model ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ A seemingly unrelated regression model in a credibility framework. ⋮ Fitting mixed-effects models when data are left truncated ⋮ Multivariate Credibility for Aggregate Loss Models ⋮ Box-Jenkins credibility ⋮ BAP and credibility ⋮ EVOLUTIONARY HIERARCHICAL CREDIBILITY ⋮ Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective ⋮ Ragnar Norberg (1945–2017): an actuary of a unique kind ⋮ MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA ⋮ Empirical kalman-Credibility ⋮ Credible risk measures with applications in actuarial sciences and finance ⋮ Incorporating hierarchical credibility theory into modelling of multi-country mortality rates ⋮ Credibility for stationarity ⋮ Multi-stage nested classification credibility quantile regression model ⋮ A longitudinal data analysis interpretation of credibility models ⋮ Claim Dependence Induced by Common Effects in Hierarchical Credibility Models ⋮ The growth curve model: a review ⋮ Credibility ratemaking using collateral information ⋮ Linearly sufficient fun with credibility

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An unbayesed approach to credibility
• On optimal parameter estimation in credibility
• A hierarchical credibility regression model
• A multi-level hierarchical credibility regression model
• Empirical Bayes credibility
• Credibility analysis of a general hierarchical model

This page was built for publication: Hierarchical credibility: analysis of a random effect linear model with nested classification