On parameter estimation in hierarchical credibility

DOI10.2143/AST.39.2.2044645zbMATH Open1179.91099MaRDI QIDQ3653508FDOQ3653508

Authors: Hassine Belhadj, Vincent Goulet, Tommy Ouellet 

Publication date: 22 December 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

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zbMATH Keywords

variance componentscredibilityhierarchical\texttt{R} package \textbf{actuar}

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A course in credibility theory and its applications
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Cited In (13)

• Parameter estimation in some credibility models
• Rekursive SchÄtzverfahren in der KredibilitÄtstheorie
• Quantiles in a multi-stage nested classification credibility model
• Hierarchical credibility pseudo-estimators
• Optimal credibility estimation of random parameters in hierarchical random effect linear model
• actuar
• On a multilevel hierarchical credibility algorithm
• On the ordering of credibility factors
• The pure robust credibility estimation under the maximum entropy method
• Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model
• Some results on the estimation of the credibility factor in the classical Bühlmann model
• Simulation of compound hierarchical models in R
• Evolutionary hierarchical credibility

Uses Software

• R

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