scientific article; zbMATH DE number 3609032

zbMATH Open0392.62086MaRDI QIDQ4174142FDOQ4174142

Authors: William S. Jewell 

Publication date: 1975

Title of this publication is not available (Why is that?)

zbMATH Keywords

Credibility TheoryActuarial MathematicsCollateral DataConditionally IndependentHierarchical ModelRisk Parameters

Mathematics Subject Classification ID

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

Cited In (25)

• Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
• Credibility theory and the Kalman filter
• Geometrical credibility
• Quantiles in a multi-stage nested classification credibility model
• A longitudinal data analysis interpretation of credibility models
• Hierarchical credibility pseudo-estimators
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
• Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade
• Enriched multinormal priors revisited
• Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
• A POSTERIORI RATEMAKING WITH PANEL DATA
• Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
• Simulation of Compound Hierarchical Models in R
• Credibility models with dependence structure over risks and time horizon
• On a multilevel hierarchical credibility algorithm
• Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
• A generalized crossed classification credibility model
• Actuarial statistics with generalized linear mixed models
• A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
• Multi-stage nested classification credibility quantile regression model
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
• High-cardinality categorical covariates in network regressions
• Regression Tree Credibility Model

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