A longitudinal data analysis interpretation of credibility models
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 24 (1999)
Issue (Month): 3 (May)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505554
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Norberg, Ragnar, 1982. "On optimal parameter estimation in credibility," Insurance: Mathematics and Economics, Elsevier, vol. 1(2), pages 73-89, April.
- Edward Frees & Jee-Seon Kim, 2006. "Multilevel Model Prediction," Psychometrika, Springer, vol. 71(1), pages 79-104, March.
- Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean, 2003.
"Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects,"
Insurance: Mathematics and Economics,
Elsevier, vol. 33(2), pages 273-282, October.
- C. Bolancé & M. Guillén & J. Pinquet, 2002. "Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects," THEMA Working Papers 2002-18, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Wen, Limin & Wu, Xianyi & Zhou, Xian, 2009. "The credibility premiums for models with dependence induced by common effects," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 19-25, February.
- Juvêncio Nobre & Julio Singer & Pranab Sen, 2013. "U-tests for variance components in linear mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(4), pages 580-605, November.
- Yeo, Keng Leong & Valdez, Emiliano A., 2006. "Claim dependence with common effects in credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 609-629, June.
- Badi H. Baltagi, 2008.
"Forecasting with panel data,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
- Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank, Research Centre.
- Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University.
- Dornheim, Harald & Brazauskas, Vytaras, 2011. "Robust-efficient credibility models with heavy-tailed claims: A mixed linear models perspective," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 72-84, January.
- Katrien Antonio & Emiliano Valdez, 2012. "Statistical concepts of a priori and a posteriori risk classification in insurance," AStA Advances in Statistical Analysis, Springer, vol. 96(2), pages 187-224, June.
- Antonio, Katrien & Beirlant, Jan, 2007. "Actuarial statistics with generalized linear mixed models," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 58-76, January.
- Frees, Edward W. & Miller, Thomas W., 2004. "Sales forecasting using longitudinal data models," International Journal of Forecasting, Elsevier, vol. 20(1), pages 99-114.
- Pitselis, Georgios, 2004. "A seemingly unrelated regression model in a credibility framework," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 37-54, February.
- Frees, Edward W. & Wang, Ping, 2006. "Copula credibility for aggregate loss models," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 360-373, April.
- Paulsen, Jostein & Lunde, Astrid & Skaug, Hans Julius, 2008. "Fitting mixed-effects models when data are left truncated," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 121-133, August.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.