EVOLUTIONARY HIERARCHICAL CREDIBILITY

DOI10.1017/asb.2017.31zbMath1390.62225OpenAlexW3122343182MaRDI QIDQ5745197

Greg Taylor

Publication date: 5 June 2018

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

Full work available at URL: https://doi.org/10.1017/asb.2017.31

zbMATH Keywords

Kalman filtertree graphcredibilityhierarchyevolutionary modelgraph matrixcredibility matrix

Mathematics Subject Classification ID

Cites Work

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• A hierarchical credibility regression model
• A multi-level hierarchical credibility regression model
• Prediction of Outstanding Claims: A Hierarchical Credibility Approach
• Credibility analysis of a general hierarchical model
• Filtering and smoothing of state vector for diffuse state-space models

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