Case Studies Using Panel Data Models

DOI10.1080/10920277.2001.10596010zbMath1083.91538OpenAlexW2294218719MaRDI QIDQ5718231

Virginia R. Young, Edward W. Frees, Yu Luo

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2001.10596010

Mathematics Subject Classification ID

Related Items (18)

Actuarial statistics with generalized linear mixed models ⋮ Regression credibility estimator with two-level common effects ⋮ Multidimensional balanced credibility model with time effect and two level random common effects ⋮ Credibility estimators with dependence structure over risks and time under balanced loss function ⋮ A new non-parametric test for testing positive quadrant dependence ⋮ A new class of copulas involved geometric distribution: estimation and applications ⋮ Credit portfolios, credibility theory, and dynamic empirical Bayes ⋮ A seemingly unrelated regression model in a credibility framework. ⋮ Fitting mixed-effects models when data are left truncated ⋮ Multivariate Credibility for Aggregate Loss Models ⋮ Comparing Credibility Estimates of Health Insurance Claims Costs ⋮ Credibility Using Copulas ⋮ Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data ⋮ Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective ⋮ Robust and bias-corrected estimation of the coefficient of tail dependence ⋮ Credibility models with dependence structure over risks and time horizon ⋮ The credibility premiums for models with dependence induced by common effects ⋮ Lognormal Mixed Models for Reported Claims Reserves

Uses Software

• alr3

Cites Work

• A longitudinal data analysis interpretation of credibility models
• Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Bayesian inference for variance components using only error contrasts
• Efficient Inference in a Random Coefficient Regression Model
• Recovery of inter-block information when block sizes are unequal
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