Hierarchical credibility: analysis of a random effect linear model with nested classification

DOI10.1080/03461238.1986.10413807MaRDI QIDQ3795117zbMATH OpenOpenAlexFDO

Authors Ragnar Norberg

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/03461238.1986.10413807

zbMATH Keywords

random effectsempirical Bayesrandom coefficient regression modelestimators of the structural parametersLinear Bayes estimatorsmulti-stage nested classification

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Optimal credibility estimation of random parameters in hierarchical random effect linear model
• scientific article; zbMATH DE number 3965225
• scientific article; zbMATH DE number 3907571
• On a multilevel hierarchical credibility algorithm
• scientific article; zbMATH DE number 4186884

Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3141625 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• A hierarchical credibility regression model
• A multi-level hierarchical credibility regression model
• An unbayesed approach to credibility
• Credibility analysis of a general hierarchical model
• Empirical Bayes credibility
• On optimal parameter estimation in credibility

Cited in

(30)

• Evolutionary hierarchical credibility
• Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
• Empirical kalman-Credibility
• Quantiles in a multi-stage nested classification credibility model
• A longitudinal data analysis interpretation of credibility models
• Credible risk measures with applications in actuarial sciences and finance
• Multivariate Credibility for Aggregate Loss Models
• Credibility ratemaking using collateral information
• Hierarchical credibility pseudo-estimators
• BAP and credibility
• Bisk theory and its statistics enyiroment
• Regression tree credibility model
• Estimation of Structural Parameters in Crossed Classification Credibility Model Using Linear Mixed Models
• Regression credibility estimator with two-level common effects
• Optimal credibility estimation of random parameters in hierarchical random effect linear model
• Modelling and estimating individual and firm effects with count panel data
• Credibility for stationarity
• A seemingly unrelated regression model in a credibility framework.
• Claim dependence induced by common effects in hierarchical credibility models
• Multi-stage nested classification credibility quantile regression model
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
• Random intercept linear models and estimators for the evaluation of educational system
• scientific article; zbMATH DE number 3965225 (Why is no real title available?)
• The growth curve model: a review
• Ragnar Norberg (1945–2017): an actuary of a unique kind
• Fitting mixed-effects models when data are left truncated
• Prediction of Outstanding Claims: A Hierarchical Credibility Approach
• Linearly sufficient fun with credibility
• Box-Jenkins credibility
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective

This page was built for publication: Hierarchical credibility: analysis of a random effect linear model with nested classification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3795117)