On a multilevel hierarchical credibility algorithm
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Publication:751151
DOI10.1016/0167-6687(90)90036-DzbMath0714.62100OpenAlexW2007540910MaRDI QIDQ751151
T. Bauwelinckx, Marc J. Goovaerts
Publication date: 1990
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(90)90036-d
algorithmhierarchical credibility modeliterative evaluation of the structure parametersmultiple levels for diagonal covariance matrices
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