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Scandinavian Actuarial Journal Volume 1979, 1979 - Issue 2-3
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Original Articles

A hierarchical credibility regression model

Bjørn Sundt Institute of Mathematics, University of Oslo, Blindern, Oslo 3, Norway
Pages 107-114 | Received 01 Nov 1978, Published online: 22 Dec 2011

Citations (25)

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Read on this site (7)

Dietrich Von Rosen. (1991) The growth curve model: a review. Communications in Statistics - Theory and Methods 20:9, pages 2791-2822.
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Ragnar Norberg. (1986) Hierarchical credibility: analysis of a random effect linear model with nested classification. Scandinavian Actuarial Journal 1986:3-4, pages 204-222.
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Bjørn Sundt. (1983) On time-heterogeneous credibility estimation. Scandinavian Actuarial Journal 1983:3, pages 183-190.
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Erhard Kremer. (1982) Credibility theory for some evolutionary models. Scandinavian Actuarial Journal 1982:3-4, pages 129-142.
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PremK. Goel. (1982) On implications of credible means being exact bayesian. Scandinavian Actuarial Journal 1982:1, pages 41-46.
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Bjørn Sundt. (1981) Recursive credibility estimation. Scandinavian Actuarial Journal 1981:1, pages 3-21.
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Bjørn Sundt. (1979) On choice of statistics in credibility estimation. Scandinavian Actuarial Journal 1979:2-3, pages 115-123.
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Articles from other publishers (18)

Apostolos Bozikas & Georgios Pitselis. (2020) Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach. European Actuarial Journal 11:1, pages 231-267.
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Georgios Pitselis. (2020) Quantiles in a multi-stage nested classification credibility model. European Actuarial Journal 10:2, pages 399-423.
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Cary Chi-Liang Tsai & Adelaide Di Wu. (2020) Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. Insurance: Mathematics and Economics 91, pages 37-54.
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Greg Taylor. (2017) EVOLUTIONARY HIERARCHICAL CREDIBILITY. ASTIN Bulletin 48:1, pages 339-374.
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Kwadwo Asamoah. (2016) On the credibility of insurance claim frequency: Generalized count models and parametric estimators. Insurance: Mathematics and Economics 70, pages 339-353.
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Ragnar Norberg. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online 1 15 .
Ragnar Norberg. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Vytaras Brazauskas, Harald Dornheim & Ponmalar Ratnam. 2014. Predictive Modeling Applications in Actuarial Science. Predictive Modeling Applications in Actuarial Science 217 235 .
Harald Dornheim & Vytaras Brazauskas. (2011) Robust–efficient credibility models with heavy-tailed claims: A mixed linear models perspective. Insurance: Mathematics and Economics 48:1, pages 72-84.
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Greg Taylor. (2015) Credibility, Hypothesis Testing and Regression Software. ASTIN Bulletin 37:2, pages 517-535.
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Greg Taylor. (2015) Credibility, Hypothesis Testing and Regression Software. ASTIN Bulletin 37:2, pages 517-535.
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Georgios Pitselis. (2004) Credibility models with cross-section effect and with both cross-section and time effectsCredibility Modelle mit Zeit-unabhängigen Effekten und sowohl Zeit-unabhängigen Effekten als auch Zeit-abhängigen Effekten. Blätter der DGVFM 26:4, pages 643-663.
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Ragnar Norberg. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
Georgios Pitselis. (2004) A seemingly unrelated regression model in a credibility framework. Insurance: Mathematics and Economics 34:1, pages 37-54.
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Peter Bühlmann & Hans Bühlmann. (2014) Selection of Credibility Regression Models. ASTIN Bulletin 29:2, pages 245-270.
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Walther Neuhaus. (2018) Mutual Reinsurance and Homogeneous Linear Estimation. ASTIN Bulletin 19:2, pages 213-221.
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Bjørn Sundt. (1982) Invariantly recursive credibility estimation. Insurance: Mathematics and Economics 1:3, pages 219-240.
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Martin Englund, Jim Gustafsson, Jens Perch Nielsen & Fredrik Thuring. (2008) Multidimensional Credibility With Time Effects - An Application to Commercial Business Lines. SSRN Electronic Journal.
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