Assessing individual unexplained variation in non-life insurance

DOI10.2143/AST.39.1.2038064zbMATH Open1203.91112MaRDI QIDQ3067091FDOQ3067091

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)

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Mathematics Subject Classification ID

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

Cites Work

• Negative binomial and mixed poisson regression
• Maximum Likelihood Estimation of Misspecified Models
• Title not available (Why is that?)
• A note on a general definition of the coefficient of determination
• A course in credibility theory and its applications
• 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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