A longitudinal data analysis interpretation of credibility models
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- Kaas, Rob & Dannenburg, Dennis & Goovaerts, Marc, 1997. "Exact Credibility for Weighted Observations," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 27(02), pages 287-295, November.
- Norberg, Ragnar, 1982. "On optimal parameter estimation in credibility," Insurance: Mathematics and Economics, Elsevier, vol. 1(2), pages 73-89, April.
- Ledolter, Johannes & Klugman, Stuart & Lee, Chang-Soo, 1991. "Credibility Models with Time-Varying Trend Components," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 21(01), pages 73-91, April.
- De Vylder, F., 1981. "Practical Credibility Theory with Emphasis on Optimal Parameter Estimation," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 12(02), pages 115-131, December.
- Swamy, P A V B, 1970.
"Efficient Inference in a Random Coefficient Regression Model,"
Econometric Society, vol. 38(2), pages 311-23, March.
- Tom Doan, . "SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set," Statistical Software Components RTS00206, Boston College Department of Economics.
- Nelder, J.A. & Verrall, R.J., 1997. "Credibility Theory and Generalized Linear Models," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 27(01), pages 71-82, May.
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