A credibility approach for combining likelihoods of generalized linear models

DOI10.1017/ASB.2016.11MaRDI QIDQ4563778zbMATH OpenOpenAlexFDO

Authors Marcus C. Christiansen, Edo Schinzinger

Publication date 4 June 2018

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/asb.2016.11

zbMATH Keywords

canonical generalized linear modellinear Bayes estimatormeta-analysismulti-population mortality modellingpseudo likelihood estimator

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A course in credibility theory and its applications
• A credibility theory for automobile bonus systems
• Abstract credibility
• Actuarial statistics with generalized linear mixed models
• An application of nonparametric regression estimation in credibility theory
• Choice of statistics in linear Bayes estimation
• Combining generalized linear models and credibility models in practice
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• De Vylder's robust nonlinear regression credibility
• Empirical Bayes credibility
• Empirical Bayes Methods for Combining Likelihoods
• Exact Credibility and Tweedie Models
• scientific article; zbMATH DE number 3658805 (Why is no real title available?)
• scientific article; zbMATH DE number 3551731 (Why is no real title available?)
• scientific article; zbMATH DE number 3336441 (Why is no real title available?)
• Non-linear regression in credibility theory
• On a General Concept of "In Probability"
• Smoothing and forecasting mortality rates
• Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models

Cited in

(5)

• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
• Experience rating in the classic Markov chain life insurance setting
• Full credibility with generalized linear and mixed models
• Combining generalized linear models and credibility models in practice
• Regression tree credibility model

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