An observation-driven state-space count model for experience rating (Q6894243)
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scientific article; zbMATH DE number 8127596
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| English | An observation-driven state-space count model for experience rating |
scientific article; zbMATH DE number 8127596 |
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An observation-driven state-space count model for experience rating (English)
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25 November 2025
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state-space model
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experience rating
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posterior ratemaking
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Bayesian theory
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credibility theory
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empirical Bayes estimation
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conjugate priors
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Poisson-gamma model
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random effects model
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seniority weighting
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Bühlmann credibility
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