Credibility analysis of a general hierarchical model

DOI10.1080/03461238.1979.10413705zbMath0399.62105OpenAlexW2086229323MaRDI QIDQ4184152

Gregory Clive Taylor

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/03461238.1979.10413705

zbMATH Keywords

Actuarial MathematicsHierarchical ModelCredibility AnalysisEstimation of Second-Order Moments

Mathematics Subject Classification ID

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

Related Items (13)

Conditional linear Bayes rules for hierarchical models ⋮ 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 ⋮ Regression Tree Credibility Model ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ EVOLUTIONARY HIERARCHICAL CREDIBILITY ⋮ Credibility theory and the Kalman filter ⋮ A multi-level hierarchical credibility regression model ⋮ Empirical kalman-Credibility ⋮ Multi-stage nested classification credibility quantile regression model ⋮ Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data ⋮ Claim Dependence Induced by Common Effects in Hierarchical Credibility Models

Cites Work

• Alternative Models for the Analysis of Variance
• Geometrical credibility

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