Conditional linear Bayes rules for hierarchical models

DOI10.1080/03461238.1982.10405261zbMath0497.62031OpenAlexW2042856399MaRDI QIDQ3962332

Ben Zehnwirth

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405261

zbMATH Keywords

Bayes riskhierarchical modelsconditional linear Bayes rulesconditioning on hyperparametershierarchical linear Bayesian estimationMonte- Carlo studymotor car insurance portfolio

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items (4)

Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ Multi-stage nested classification credibility quantile regression model ⋮ Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data

Cites Work

• The credibility approach to experience rating
• The jackknife and the variance part of the credibility premium
• Geometrical credibility
• Credibility analysis of a general hierarchical model

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