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A longitudinal data analysis interpretation of credibility models

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  • Frees, Edward W.
  • Young, Virginia R.
  • Luo, Yu

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  • 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.
    • Handle: RePEc:eee:insuma:v:24:y:1999:i:3:p:229-247
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    References listed on IDEAS

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    1. Ledolter, Johannes & Klugman, Stuart & Lee, Chang-Soo, 1991. "Credibility Models with Time-Varying Trend Components," ASTIN Bulletin, Cambridge University Press, vol. 21(1), pages 73-91, April.
    2. Swamy, P A V B, 1970. "Efficient Inference in a Random Coefficient Regression Model," Econometrica, Econometric Society, vol. 38(2), pages 311-323, March.
    3. De Vylder, F., 1981. "Practical Credibility Theory with Emphasis on Optimal Parameter Estimation," ASTIN Bulletin, Cambridge University Press, vol. 12(2), pages 115-131, December.
    4. 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.
    5. Norberg, Ragnar, 1982. "On optimal parameter estimation in credibility," Insurance: Mathematics and Economics, Elsevier, vol. 1(2), pages 73-89, April.
    6. Kaas, Rob & Dannenburg, Dennis & Goovaerts, Marc, 1997. "Exact Credibility for Weighted Observations," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 287-295, November.
    7. Dannenburg, Dennis, 1994. "Some results on the estimation of the credibility factor in the classical Buhlmann model," Insurance: Mathematics and Economics, Elsevier, vol. 14(1), pages 39-50, April.
    Full references (including those not matched with items on IDEAS)

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