Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.09.007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121515208 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Actuarial statistics with generalized linear mixed models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust estimation for linear regression with asymmetric errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: A course in credibility theory and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5595993 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995078 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368721 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4095742 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-linear regression in credibility theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed / rank
 
Normal rank
Property / cites work
 
Property / cites work: A longitudinal data analysis interpretation of credibility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Case Studies Using Panel Data Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Longitudinal and Panel Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3906296 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4443945 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4125605 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance Components Models for Dependent Cell Populations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4023132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4679848 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large claims in credibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptively truncated maximum likelihood regression with asymmetric errors. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Bayes credibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hierarchical credibility: analysis of a random effect linear model with nested classification / rank
 
Normal rank
Property / cites work
 
Property / cites work: A seemingly unrelated regression model in a credibility framework. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust regression credibility: The influence function approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Predictive Modeling with Longitudinal Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863756 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy-tailed longitudinal data modeling using copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hierarchical credibility regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multi-level hierarchical credibility regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4214055 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:17, 4 July 2024

scientific article
Language Label Description Also known as
English
Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
scientific article

    Statements

    Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (English)
    0 references
    0 references
    0 references
    1 August 2011
    0 references
    0 references
    adaptive robust-efficient estimation
    0 references
    asymmetric heavy-tailed residuals
    0 references
    credibility ratemaking
    0 references
    mixed linear model
    0 references
    treatment of excess claims
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references