Conditional linear Bayes rules for hierarchical models

DOI10.1080/03461238.1982.10405261MaRDI QIDQ3962332zbMATH OpenOpenAlexFDO

Authors Ben Zehnwirth

Publication date 1982

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

Full work available at URL https://doi.org/10.1080/03461238.1982.10405261

zbMATH Keywords

Bayes riskconditional linear Bayes rulesconditioning on hyperparametershierarchical linear Bayesian estimationhierarchical modelsMonte- Carlo studymotor car insurance portfolio

Mathematics Subject Classification ID

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

Cites work

• Credibility analysis of a general hierarchical model
• Geometrical credibility
• The credibility approach to experience rating
• The jackknife and the variance part of the credibility premium

Cited in

(4)

• Quantiles in a multi-stage nested classification credibility model
• Multi-stage nested classification credibility quantile regression model
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach

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