Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
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Publication:2276207
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- A course in credibility theory and its applications
- A hierarchical credibility regression model
- A longitudinal data analysis interpretation of credibility models
- A multi-level hierarchical credibility regression model
- A seemingly unrelated regression model in a credibility framework.
- Actuarial statistics with generalized linear mixed models
- Adaptively truncated maximum likelihood regression with asymmetric errors.
- Case Studies Using Panel Data Models
- Empirical Bayes credibility
- Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
- Heavy-tailed longitudinal data modeling using copulas
- Hierarchical credibility: analysis of a random effect linear model with nested classification
- Large claims in credibility
- Longitudinal and Panel Data
- Non-linear regression in credibility theory
- Predictive modeling with longitudinal data: a case study of Wisconsin nursing homes
- Robust Statistics
- Robust and efficient methods for credibility when claims are approximately gamma-distributed
- Robust estimation for linear regression with asymmetric errors
- Robust regression credibility: The influence function approach
- Statistics of Extremes
- Variance Components Models for Dependent Cell Populations
Cited in
(11)- Evolutionary Credibility Theory
- Robust-efficient fitting of mixed linear models: methodology and theory
- The pure robust credibility estimation under the maximum entropy method
- Credibility theory based on winsorizing
- Satisficing credibility for heterogeneous risks
- Robust regression credibility: The influence function approach
- On linear mixed models and their influence diagnostics applied to an actuarial problem
- A Bühlmann credibility approach to modeling mortality rates
- A review on robust estimators applied to regression credibility
- Robust heavy-tailed versions of generalized linear models with applications in actuarial science
- Robust and efficient methods for credibility when claims are approximately gamma-distributed
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