A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS

DOI10.1017/asb.2016.11zbMath1390.62205MaRDI QIDQ4563778

Marcus C. Christiansen, Edo Schinzinger

Publication date: 4 June 2018

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

Full work available at URL: https://doi.org/10.1017/asb.2016.11

zbMATH Keywords

meta-analysis; multi-population mortality modelling; linear Bayes estimator; canonical generalized linear model; pseudo likelihood estimator

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F15: Bayesian inference

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Regression Tree Credibility Model, Experience rating in the classic Markov chain life insurance setting

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