Credibility for severity revisited

DOI10.1080/10920277.2006.10596239zbMATH Open1479.91326OpenAlexW1968864298MaRDI QIDQ5018708FDOQ5018708

Authors: Vincent Goulet, Antoni Forgues, Jiatao Lu 

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596239

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Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Multivariate Credibility for Aggregate Loss Models

Cited In (11)

• Simple risk forecasts using credibility
• Exact Credibility and Tweedie Models
• Title not available (Why is that?)
• Credibility models in tariffication and reservation
• Some extensions of the Bühlmann-Straub credibility formulae.
• Equity and Credibility
• Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information
• Optimal streams of premiums in multiperiod credibility models
• Simulation of Compound Hierarchical Models in R
• On greatest accuracy credibility with limited fluctuation
• Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation

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