Credibility ratemaking using collateral information

DOI10.1080/03461230310017513MaRDI QIDQ3440870zbMATH OpenOpenAlexFDO

Authors Yu Luo, Virginia R. Young, Edward W. Frees

Publication date 29 May 2007

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

Full work available at URL https://doi.org/10.1080/03461230310017513

zbMATH Keywords

credibilityhomogeneous credibility estimatorinhomogeneous credibility estimatornormal hierarchical linear model

Mathematics Subject Classification ID

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Cites work

• A longitudinal data analysis interpretation of credibility models
• Hierarchical credibility: analysis of a random effect linear model with nested classification

Cited in

(4)

• Bayesian Θ-free credibility
• Credibility in Loss Reserving
• Data versus Collateral
• Optimal credibility estimation of random parameters in hierarchical random effect linear model

Describes a project that uses

Uses Software

• HLM

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