Estimation of Structural Parameters in Crossed Classification Credibility Model Using Linear Mixed Models

DOI10.1007/978-3-7908-2084-3_20MaRDI QIDQ3535272zbMATH OpenOpenAlexFDO

Authors Xiaochen Xu, Wing K. Fung

Publication date 10 November 2008

Published in COMPSTAT 2008 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-7908-2084-3_20

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

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Cited in

(3)

• Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective

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