Assessing individual unexplained variation in non-life insurance

DOI10.2143/AST.39.1.2038064MaRDI QIDQ3067091zbMATH OpenFDO

Authors Bengt-Olov Eriksson, Kajsa Järnmalm, Esbjörn Ohlsson, Ola G. Hössjer

Publication date 20 January 2011

Published in ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• A course in credibility theory and its applications
• A note on a general definition of the coefficient of determination
• Maximum Likelihood Estimation of Misspecified Models
• Negative binomial and mixed poisson regression
• On the coefficient of determination for mixed regression models
• Regression of Area Mortality Rates on Explanatory Variables: What Weighting is Appropriate?

Cited in

(3)

• On the coefficient of determination for mixed regression models
• Multivariate time series modeling, estimation and prediction of mortalities
• Relative Importance of Risk Sources in Insurance Systems

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