On parameter estimation in hierarchical credibility

DOI10.2143/AST.39.2.2044645MaRDI QIDQ3653508zbMATH OpenFDO

Authors Hassine Belhadj, Vincent Goulet, Tommy Ouellet

Publication date 22 December 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/AST.39.2.2044645

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Recommendations

• Hierarchical credibility pseudo-estimators
• On a multilevel hierarchical credibility algorithm
• More general credibility models.
• Credibility pseudo-estimators
• An Extension of the Bühlmann Credibility Model;Eine Erweiterung des Bühlmann Glaubwürdigkeitsmodelles

Cites work

• scientific article; zbMATH DE number 5299204 (Why is no real title available?)
• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• scientific article; zbMATH DE number 3551731 (Why is no real title available?)
• scientific article; zbMATH DE number 1095135 (Why is no real title available?)
• A course in credibility theory and its applications

Cited in

(13)

• Evolutionary hierarchical credibility
• Parameter estimation in some credibility models
• Rekursive SchÄtzverfahren in der KredibilitÄtstheorie
• Quantiles in a multi-stage nested classification credibility model
• Hierarchical credibility pseudo-estimators
• actuar
• Optimal credibility estimation of random parameters in hierarchical random effect linear model
• 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

Describes a project that uses

Uses Software

• R

This page was built for publication: On parameter estimation in hierarchical credibility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3653508)