메뉴 건너뛰기




Volumn 40, Issue 1, 2007, Pages 58-76

Actuarial statistics with generalized linear mixed models

Author keywords

Bayesian statistics; Credibility; Generalized linear mixed models; Longitudinal data; Non life ratemaking

Indexed keywords


EID: 33751328807     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.02.013     Document Type: Article
Times cited : (71)

References (34)
  • 3
  • 4
    • 84958430328 scopus 로고
    • Experience rating and credibility I
    • Bühlmann H. Experience rating and credibility I. ASTIN Bulletin 4 (1967) 199-207
    • (1967) ASTIN Bulletin , vol.4 , pp. 199-207
    • Bühlmann, H.1
  • 5
    • 0010047844 scopus 로고
    • Experience rating and credibility II
    • Bühlmann H. Experience rating and credibility II. ASTIN Bulletin 5 (1969) 157-165
    • (1969) ASTIN Bulletin , vol.5 , pp. 157-165
    • Bühlmann, H.1
  • 13
    • 0242343430 scopus 로고    scopus 로고
    • A longitudinal data analysis interpretation of credibility models
    • Frees E.W., Young V.R., and Luo Y. A longitudinal data analysis interpretation of credibility models. Insurance: Mathematics and Economics 24 3 (1999) 229-247
    • (1999) Insurance: Mathematics and Economics , vol.24 , Issue.3 , pp. 229-247
    • Frees, E.W.1    Young, V.R.2    Luo, Y.3
  • 15
    • 0000539834 scopus 로고    scopus 로고
    • Generalized linear models and actuarial science
    • Haberman S., and Renshaw A.E. Generalized linear models and actuarial science. The Statistician 45 4 (1996) 407-436
    • (1996) The Statistician , vol.45 , Issue.4 , pp. 407-436
    • Haberman, S.1    Renshaw, A.E.2
  • 17
    • 0041489838 scopus 로고
    • The use of collateral data in credibility theory: A hierarchical model
    • Jewell W.S. The use of collateral data in credibility theory: A hierarchical model. Giornale dell' Instituto Italiano degli Attuari 38 (1975) 1-16
    • (1975) Giornale dell' Instituto Italiano degli Attuari , vol.38 , pp. 1-16
    • Jewell, W.S.1
  • 18
    • 85011480850 scopus 로고    scopus 로고
    • Exact credibility for weighted observations
    • Kaas R., Dannenburg D.R., and Goovaerts M.J. Exact credibility for weighted observations. ASTIN Bulletin 27 2 (1997) 287-295
    • (1997) ASTIN Bulletin , vol.27 , Issue.2 , pp. 287-295
    • Kaas, R.1    Dannenburg, D.R.2    Goovaerts, M.J.3
  • 20
    • 0020333131 scopus 로고
    • Random-effects models for longitudinal data
    • Laird N.M., and Ware J.H. Random-effects models for longitudinal data. Biometrics 38 4 (1982) 963-974
    • (1982) Biometrics , vol.38 , Issue.4 , pp. 963-974
    • Laird, N.M.1    Ware, J.H.2
  • 21
    • 0001303107 scopus 로고
    • A note on Gauss-Hermite quadrature
    • Liu Q., and Pierce D.A. A note on Gauss-Hermite quadrature. Biometrika 81 3 (1994) 624-629
    • (1994) Biometrika , vol.81 , Issue.3 , pp. 624-629
    • Liu, Q.1    Pierce, D.A.2
  • 22
    • 1542686303 scopus 로고    scopus 로고
    • Bayesian methods in actuarial science
    • Makov U., Smith A.F.M., and Liu Y.H. Bayesian methods in actuarial science. The Statistician 45 4 (1996) 503-515
    • (1996) The Statistician , vol.45 , Issue.4 , pp. 503-515
    • Makov, U.1    Smith, A.F.M.2    Liu, Y.H.3
  • 25
    • 33751340691 scopus 로고    scopus 로고
    • McNeil, A.J., Wendin, J., 2005. Bayesian inference for generalized linear mixed models of portfolio credit risk. Working Paper, ETH Zürich
  • 27
    • 0009907850 scopus 로고    scopus 로고
    • Credibility theory and generalized linear models
    • Nelder J.A., and Verrall R.J. Credibility theory and generalized linear models. Astin Bulletin 27 1 (1997) 71-82
    • (1997) Astin Bulletin , vol.27 , Issue.1 , pp. 71-82
    • Nelder, J.A.1    Verrall, R.J.2
  • 28
    • 85011476617 scopus 로고    scopus 로고
    • Dependence in dynamic claim frequency credibility models
    • Purcaru O., and Denuit M. Dependence in dynamic claim frequency credibility models. Astin Bulletin 33 1 (2003) 23-40
    • (2003) Astin Bulletin , vol.33 , Issue.1 , pp. 23-40
    • Purcaru, O.1    Denuit, M.2
  • 29
    • 33751324459 scopus 로고    scopus 로고
    • Scollnik, D.P.M., 1996. An introduction to Markov Chain Monte Carlo methods and their actuarial applications. In: Proceedings of the Casualty Actuarial Society, LXXXIII, pp. 114-165
  • 30
    • 33751316132 scopus 로고    scopus 로고
    • Actuarial modeling with MCMC and Bugs: additional worked examples
    • Scollnik D.P.M. Actuarial modeling with MCMC and Bugs: additional worked examples. Actuarial Research Clearing House 2000 2 (2000) 433-585
    • (2000) Actuarial Research Clearing House 2000 , vol.2 , pp. 433-585
    • Scollnik, D.P.M.1
  • 33
    • 84910906566 scopus 로고
    • Generalized linear models with random effects; A Gibbs sampling approach
    • Zeger S.L., and Karim M.R. Generalized linear models with random effects; A Gibbs sampling approach. Journal of the American statistical association 86 413 (1991) 79-86
    • (1991) Journal of the American statistical association , vol.86 , Issue.413 , pp. 79-86
    • Zeger, S.L.1    Karim, M.R.2
  • 34
    • 33751326235 scopus 로고    scopus 로고
    • Zhao, Y., Staudenmayer, J., Coull, B.A., Wand, M.P., (2005). General design Bayesian generalized linear mixed models. Working Paper


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.