Combining generalized linear models and credibility models in practice

DOI10.1080/03461230701878612MaRDI QIDQ3077723zbMATH OpenOpenAlexFDO

Authors Esbjörn Ohlsson

Publication date 22 February 2011

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461230701878612

zbMATH Keywords

car model classificationcredibility theorygeneralized linear modelshierarchical credibilitymotor insurancemulti-level factor

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A course in credibility theory and its applications
• Exact Credibility and Tweedie Models
• Fitting Tweedie's compound poisson model to insurance claims data
• scientific article; zbMATH DE number 1253515 (Why is no real title available?)
• scientific article; zbMATH DE number 1095135 (Why is no real title available?)

Cited in

(27)

• Selection of variables for automobile insurance rating
• Bayesian credibility for GLMs
• On the goodness-of-fit tests for gamma generalized linear models
• Quantiles in a multi-stage nested classification credibility model
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
• Claims reserving in the hierarchical generalized linear model framework
• Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
• Full credibility with generalized linear and mixed models
• A data driven binning strategy for the construction of insurance tariff classes
• Credibility pseudo-estimators
• A credibility approach for combining likelihoods of generalized linear models
• Hierarchical credibility pseudo-estimators
• Generalized integration model for improved statistical inference by leveraging external summary data
• Evolutionary Credibility Theory
• Regression tree credibility model
• Generalized Linear Models for Insurance Data
• A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
• Evolutionary hierarchical credibility
• A generalized crossed classification credibility model
• Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
• Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
• Motor insurance claim modelling with factor collapsing and Bayesian model averaging
• Effective experience rating for large insurance portfolios via surrogate modeling
• High-cardinality categorical covariates in network regressions
• Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling
• Multi-stage nested classification credibility quantile regression model
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach

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