A hierarchical credibility regression model

DOI10.1080/03461238.1979.10413715zbMath0418.62087OpenAlexW2088871781MaRDI QIDQ3851492

Bjoern Sundt

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/03461238.1979.10413715

zbMATH Keywords

actuarial mathematicshierarchical credibility regression model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (16)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Credibility theory for some evolutionary models ⋮ Hierarchical credibility: analysis of a random effect linear model with nested classification ⋮ On multiple counting processes with the Markov property ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ A seemingly unrelated regression model in a credibility framework. ⋮ EVOLUTIONARY HIERARCHICAL CREDIBILITY ⋮ On choice of statistics in credibility estimation ⋮ Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective ⋮ On the credibility of insurance claim frequency: generalized count models and parametric estimators ⋮ Incorporating hierarchical credibility theory into modelling of multi-country mortality rates ⋮ Recursive credibility estimation ⋮ On time-heterogeneous credibility estimation ⋮ Multi-stage nested classification credibility quantile regression model ⋮ On implications of credible means being exact bayesian ⋮ The growth curve model: a review

Cites Work

• Empirical Bayes credibility
• Geometrical credibility
• Abstract credibility
• Credibility and relative exchangeability
• Unnamed Item

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