Evolutionary hierarchical credibility

DOI10.1017/ASB.2017.31MaRDI QIDQ5745197zbMATH OpenOpenAlexFDO

Authors 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

credibilitycredibility matrixevolutionary modelgraph matrixhierarchyKalman filtertree graph

Mathematics Subject Classification ID

Trees (05C05) Random walks on graphs (05C81) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A hierarchical credibility regression model
• A multi-level hierarchical credibility regression model
• Claim dependence induced by common effects in hierarchical credibility models
• Combining generalized linear models and credibility models in practice
• Credibility analysis of a general hierarchical model
• Embedding height balanced trees and Fibonacci trees in hypercubes
• Filtering and smoothing of state vector for diffuse state-space models
• Graph theory
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• scientific article; zbMATH DE number 4013820 (Why is no real title available?)
• scientific article; zbMATH DE number 3363588 (Why is no real title available?)
• On parameter estimation in hierarchical credibility
• Prediction of Outstanding Claims: A Hierarchical Credibility Approach
• Random Trees
• The diffuse Kalman filter
• Time series analysis by state space methods.

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