A multi-level hierarchical credibility regression model

DOI10.1080/03461238.1980.10404683zbMath0432.62074OpenAlexW2026570597MaRDI QIDQ3870197

Bjoern 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)

Related Items (13)

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

Cites Work

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

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