A multi-level hierarchical credibility regression model

DOI10.1080/03461238.1980.10404683MaRDI QIDQ3870197zbMATH OpenOpenAlexFDO

Authors Bjørn Sundt

Publication date 1980

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1980.10404683

zbMATH Keywords

credibility theorybest linear credibility estimatormulti-level hierarchical models

Mathematics Subject Classification ID

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

Cites work

• Abstract credibility
• Credibility analysis of a general hierarchical model
• Geometrical credibility

Cited in

(13)

• Evolutionary hierarchical credibility
• Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
• Empirical kalman-Credibility
• Quantiles in a multi-stage nested classification credibility model
• Regression tree credibility model
• Regression credibility estimator with two-level common effects
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Recursive credibility estimation
• A seemingly unrelated regression model in a credibility framework.
• Multi-stage nested classification credibility quantile regression model
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
• Linearly sufficient fun with credibility
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective

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