On parameter estimation in hierarchical credibility

DOI10.2143/AST.39.2.2044645MaRDI QIDQ3653508zbMATHFDO

Authors Hassine Belhadj, Vincent Goulet, Tommy Ouellet

Publication date 22 December 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

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

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 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)

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

Describes a project that uses

Uses Software

• R

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