Full credibility with generalized linear and mixed models

DOI10.2143/AST.39.1.2038056MaRDI QIDQ3067083zbMATH OpenFDO

Authors

Publication date 20 January 2011

Published in ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

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Cites work

• scientific article; zbMATH DE number 41075 (Why is no real title available?)
• Longitudinal data analysis using generalized linear models
• Population-averaged and subjectspecific approaches for clustered categorical data

Cited in

(13)

• Modelling the aggregate loss for insurance claims with dependence
• Regression tree credibility model
• Combining generalized linear models and credibility models in practice
• Exact Credibility and Tweedie Models
• A credibility approach for combining likelihoods of generalized linear models
• On the credibility of insurance claim frequency: generalized count models and parametric estimators
• A study to examine buhlmann-straub credibility model in generalized linear models
• Evolutionary Credibility Theory
• A generalized crossed classification credibility model
• Actuarial statistics with generalized linear mixed models
• Generalized estimating equations for variance and covariance parameters in regression credibility models
• Bayesian credibility for GLMs
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective

Describes a project that uses

Uses Software

• SAS/STAT

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