Multidimensional balanced credibility model with time effect and two level random common effects
From MaRDI portal
Publication:2190269
DOI10.3934/JIMO.2019004zbMath1449.91114OpenAlexW2922481407WikidataQ128137960 ScholiaQ128137960MaRDI QIDQ2190269
Publication date: 18 June 2020
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2019004
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A generalization of the credibility theory obtained by using the weighted balanced loss function
- The credibility premiums for models with dependence induced by common effects
- A longitudinal data analysis interpretation of credibility models
- Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
- The balanced credibility estimators with correlation risk and inflation factor
- Multidimensional credibility estimators with random common effects and time effects
- On estimation with balanced loss functions
- Estimation of a normal mean relative to balanced loss functions
- Linear models. Least squares and alternatives
- On estimation with weighted balanced-type loss function
- Claim dependence with common effects in credibility models
- Credibility models with dependence structure over risks and time horizon
- A course in credibility theory and its applications
- Claim Dependence Induced by Common Effects in Hierarchical Credibility Models
- The Credibility Estimator with General Dependence Structure Over Risks
- Multivariate Latent Risk: A Credibility Approach
- Dependence in Dynamic Claim Frequency Credibility Models
- Credibility Using Copulas
- Case Studies Using Panel Data Models
This page was built for publication: Multidimensional balanced credibility model with time effect and two level random common effects