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Original Articles

A hierarchical model for the estimation of claim rates in a motor car insurance portfolio

Pages 75-82 | Received 01 Oct 1978, Published online: 22 Dec 2011

References

  • Benjamin , B. 1977 . General insurance , Heinemann .
  • Clevenson , M. L. and Zidek , J. V. 1975 . Simulataneous estimation of the means of independent Poisson laws . Journal of the American Statistical Association , 70 ( 351 ) part 1
  • Griffin , B. S. and Krutchkoff , R. G. 1971 . Optimal linear estimators: an empirical Bayes version with application to binomial distribution . Biometrika , 58 : 195 – 201 .
  • Jewell , W. S. 1974 . Credible means are exact Bayesian for exponential families . ASTIN Bulletin , 11 ( 1 ) : 77 – 90 .
  • Stein , C. Inadmissibility of the usual estimator for the mean of a multivariate normal distribution . Proceedings of the Third Berk. Symposium .
  • Taylor , G. C. 1979 . Credibility analysis of a general hierarchical model . Scandinavian Actuarial Journal , to appear.
  • Zehnwirth , B. 1977 . The mean credibility formula is a Bayes rule . Scandinavian Actuarial Journal , : 212 – 216 .

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