Pages that link to "Item:Q1302128"

The following pages link to A longitudinal data analysis interpretation of credibility models (Q1302128):

Displaying 34 items.

• \(U\)-tests for variance components in linear mixed models (Q384757) (← links)
• Multi-stage nested classification credibility quantile regression model (Q784406) (← links)
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach (Q825300) (← links)
• Actuarial statistics with generalized linear mixed models (Q865610) (← links)
• Fitting mixed-effects models when data are left truncated (Q938045) (← links)
• The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
• Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (Q1423358) (← links)
• A seemingly unrelated regression model in a credibility framework. (Q1430670) (← links)
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
• Extension and application of credibility models in predicting claim frequency (Q1721199) (← links)
• Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
• Multidimensional balanced credibility model with time effect and two level random common effects (Q2190269) (← links)
• Predictive compound risk models with dependence (Q2212152) (← links)
• Quantiles in a multi-stage nested classification credibility model (Q2219621) (← links)
• Multilevel model prediction (Q2260955) (← links)
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
• Copula credibility for aggregate loss models (Q2492180) (← links)
• Claim dependence with common effects in credibility models (Q2499841) (← links)
• Credibility models with dependence structure over risks and time horizon (Q2514661) (← links)
• Credibility ratemaking using collateral information (Q3440870) (← links)
• BAYESIAN ANALYSIS OF BIG DATA IN INSURANCE PREDICTIVE MODELING USING DISTRIBUTED COMPUTING (Q4563820) (← links)
• Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
• Lognormal Mixed Models for Reported Claims Reserves (Q5018705) (← links)
• Regression credibility estimator with two-level common effects (Q5079455) (← links)
• (Q5120582) (← links)
• Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (Q5165007) (← links)
• Evolutionary Credibility Theory (Q5168695) (← links)
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks (Q5379159) (← links)
• Multivariate Credibility for Aggregate Loss Models (Q5715902) (← links)
• Comparing Credibility Estimates of Health Insurance Claims Costs (Q5716005) (← links)
• Credibility Using Copulas (Q5716024) (← links)
• Case Studies Using Panel Data Models (Q5718231) (← links)
• Credibility estimators with dependence structure over risks and time under balanced loss function (Q6089169) (← links)
• Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)