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Actuarial statistics with generalized linear mixed models

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  • Antonio, Katrien
  • Beirlant, Jan

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  • Antonio, Katrien & Beirlant, Jan, 2007. "Actuarial statistics with generalized linear mixed models," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 58-76, January.
    • Handle: RePEc:eee:insuma:v:40:y:2007:i:1:p:58-76
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    References listed on IDEAS

    as
    1. Edward Frees & Virginia Young & Yu Luo, 2001. "Case Studies Using Panel Data Models," North American Actuarial Journal, Taylor & Francis Journals, vol. 5(4), pages 24-42.
    2. Nelder, J.A. & Verrall, R.J., 1997. "Credibility Theory and Generalized Linear Models," ASTIN Bulletin, Cambridge University Press, vol. 27(1), pages 71-82, May.
    3. Katrien Antonio & Jan Beirlant & Tom Hoedemakers & Robert Verlaak, 2006. "Lognormal Mixed Models for Reported Claims Reserves," North American Actuarial Journal, Taylor & Francis Journals, vol. 10(1), pages 30-48.
    4. Kaas, Rob & Dannenburg, Dennis & Goovaerts, Marc, 1997. "Exact Credibility for Weighted Observations," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 287-295, November.
    5. Frees, Edward W. & Young, Virginia R. & Luo, Yu, 1999. "A longitudinal data analysis interpretation of credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 229-247, May.
    6. Purcaru, Oana & Denuit, Michel, 2003. "Dependence in Dynamic Claim Frequency Credibility Models," ASTIN Bulletin, Cambridge University Press, vol. 33(1), pages 23-40, May.
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