Claim Dependence Induced by Common Effects in Hierarchical Credibility Models

DOI10.1080/03610926.2011.625487zbMath1416.62583MaRDI QIDQ2862318

Adem Kilicman, Mahdi Ebrahimzadeh, Noor Akma Ibrahim, Abdul Aziz Jemain

Publication date: 14 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.625487

zbMATH Keywords

hierarchical structure; claim dependence; common effects; credibility models

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures

Related Items

Regression credibility estimator with two-level common effects, EVOLUTIONARY HIERARCHICAL CREDIBILITY, Credibility estimators with dependence structure over risks and time under balanced loss function, The balanced credibility estimators with correlation risk and inflation factor, Multidimensional credibility estimators with random common effects and time effects, Multidimensional balanced credibility model with time effect and two level random common effects

Cites Work

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• Claim dependence with common effects in credibility models
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• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Credibility analysis of a general hierarchical model