Credibility analysis of a general hierarchical model

DOI10.1080/03461238.1979.10413705MaRDI QIDQ4184152zbMATH OpenOpenAlexFDO

Authors Gregory Clive Taylor

Publication date 1979

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

Full work available at URL https://doi.org/10.1080/03461238.1979.10413705

zbMATH Keywords

Actuarial MathematicsCredibility AnalysisEstimation of Second-Order MomentsHierarchical Model

Mathematics Subject Classification ID

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

Cites work

• Alternative Models for the Analysis of Variance
• Geometrical credibility

Cited in

(13)

• Evolutionary hierarchical credibility
• Empirical kalman-Credibility
• Credibility theory and the Kalman filter
• Quantiles in a multi-stage nested classification credibility model
• Regression tree credibility model
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• A multi-level hierarchical credibility regression model
• Conditional linear Bayes rules for hierarchical models
• Credibility theory for some evolutionary models
• Claim dependence induced by common effects in hierarchical credibility models
• 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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