On a multilevel hierarchical credibility algorithm

DOI10.1016/0167-6687(90)90036-DMaRDI QIDQ751151zbMATH OpenOpenAlexFDO

Authors T. Bauwelinckx, Marc J. Goovaerts

Publication date 1990

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(90)90036-d

zbMATH Keywords

algorithmhierarchical credibility modeliterative evaluation of the structure parametersmultiple levels for diagonal covariance matrices

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• A new approach for loaded credibility premiums
• Some results on the estimation of the credibility factor in the classical Bühlmann model
• Quantiles in a multi-stage nested classification credibility model
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• On parameter estimation in hierarchical credibility
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Hierarchical credibility pseudo-estimators
• Evolutionary hierarchical credibility
• Multidimensional credibility: a new approach based on joint distribution function
• On a multilevel hierarchical credibility algorithm
• Multi-stage nested classification credibility quantile regression model
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach

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