Exact Credibility and Tweedie Models

DOI10.2143/AST.36.1.2014146MaRDI QIDQ3632863zbMATH OpenOpenAlexFDO

Authors Esbjörn Ohlsson, Björn Johansson

Publication date 15 June 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.36.1.2014146

Mathematics Subject Classification ID

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Cites work

• A course in credibility theory and its applications

Cited in

(12)

• Bayesian credibility for GLMs
• Claims reserving in the hierarchical generalized linear model framework
• Combining generalized linear models and credibility models in practice
• A credibility approach for combining likelihoods of generalized linear models
• Prediction error for credible claims reserves: an h-likelihood approach
• Calendar year effect modeling for claims reserving in HGLM
• Intrinsic objective Bayesian estimation of the mean of the Tweedie family
• A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
• Non-Life Insurance Risk Classification Using Categorical Embedding
• Tweedie multivariate semi-parametric credibility with the exchangeable correlation
• Nonparametric Copula Estimation for Mixed Insurance Claim Data
• A Nested GLM Framework with Neural Network Encoding and Spatially Constrained Clustering in Non-Life Insurance Ratemaking

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