On Parameter Estimation in Hierarchical Credibility

DOI10.2143/AST.39.2.2044645zbMath1179.91099MaRDI QIDQ3653508

Tommy Ouellet, Vincent Goulet, Hassine Belhadj

Publication date: 22 December 2009

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

zbMATH Keywords

credibilityvariance componentshierarchical\texttt{R} package \textbf{actuar}

Mathematics Subject Classification ID

Related Items (5)

Hierarchical credibility pseudo-estimators ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ EVOLUTIONARY HIERARCHICAL CREDIBILITY ⋮ actuar ⋮ Simulation of Compound Hierarchical Models in R

Uses Software

• R

Cites Work

• A course in credibility theory and its applications
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