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Original Articles

Recursive credibility estimation

Pages 3-21 | Received 01 Nov 1979, Published online: 22 Dec 2011

References

  • Bühlmann , H. 1967 . Experience rating and credibility . ASTIN Bulletin , 4 : 199 – 207 .
  • Bühlmann , H. 1971 . Credibility procedures . Proceedings of the sixth Berkeley symposium , 1 : 515 – 525 .
  • Bühlmann , H. and Straub , E. 1970 . Glaubwürdigkeit für Schadensätze . Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker , 70 : 111 – 133 . Also appears as Credibility for loss ratios ARCH 1972.2 Translation by C E Brooks.
  • De Groot , M. H. 1970 . Optimal statistical decisions , New York : McGraw-Hill .
  • De Vylder , F. 1975 . Introduction aux théories actuarielles de credibilité , Bruxelles : Office des assureurs de Belgique .
  • De Vylder , F. 1976 . Geometrical credibility . Scand. Actuarial J. , : 121 – 149 .
  • Gerber , H. U. & Jones . 1975 . Credibility formulas of the updating type . Transactions of the Society of Actuaries , 27 : 31 – 46 . Also appears in Credibility: Theory and applications (ed P M Kahn), pp 89–105 Academic Press, New York.
  • Hachemeister , C. A. 1975 . “ Credibility for regression models with application to trend ” . In Credibility: Theory and applications , Edited by: Kahn , P. M. 129 – 163 . New York : Academic Press .
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  • Jewell , W. S. 1975b . “ Bayesian regression and credibility theory ” . In RM-75-63 , Laxenburg , , Austria : International Institute of Applied Systems Analysis .
  • Jewell , W. S. 1975c . “ Credibility regression with simple trends ” . In ORC 75-16 , Berkeley : Operations Research Center, University of California .
  • Jewell , W. S. 1976 . Two classes of covariance matrices giving simple linear forecasts . Scand. Actuarial J. , : 15 – 29 .
  • Margolin , M. H. 1971 . On the credibility of group insurance claim experience . Transactions of the Society of Actuaries , 23 : 229 – 238 .
  • Margolin , M. H. 1975 . Discussion . Transactions of the Society of Actuaries , 27 : 49 – 51 .
  • Sundt , B. 1979 . A hierarchical credibility regression model . Scand. Actuarial J. , : 107 – 114 .
  • Sundt , B. 1980a . A multi-level hierarchical credibility regression model . Scand. Actuarial J. , : 25 – 32 .
  • Sundt , B. 1980b . “ Parameter estimation in some credibility models ” . In Statistical Research Reports , Vol. 1980-6 , Institute of Mathematics, University of Oslo .

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