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Volumn 76, Issue 2, 2009, Pages 443-453

Multidimensional credibility with time effects: An application to commercial business lines

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EID: 65549110846     PISSN: 00224367     EISSN: 15396975     Source Type: Journal    
DOI: 10.1111/j.1539-6975.2009.01306.x     Document Type: Article
Times cited : (21)

References (19)
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  • 8
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    • Credibility Formulas of the Updating Type
    • and. in. P. M. Kahn. ed. New York. Academic Press. pp.
    • Gerber, H. U., and D. A. Jones, 1975b, Credibility Formulas of the Updating Type, in : P. M. Kahn, ed., Credibility: Theory and Applications (New York : Academic Press pp. 89 105.
    • (1975) Credibility: Theory and Applications , pp. 89-105
    • Gerber, H.U.1    Jones, D.A.2
  • 9
    • 84868917956 scopus 로고    scopus 로고
    • Random Effects Linear Statistical Models and Bühlmann-Straub Credibility
    • Greig, R., 1999, Random Effects Linear Statistical Models and Bühlmann-Straub Credibility, CAS Forum (Winter 387 404.
    • (1999) CAS Forum , Issue.WINTER , pp. 387-404
    • Greig, R.1
  • 10
    • 65549099272 scopus 로고    scopus 로고
    • Statistical Models and Credibility
    • Halliwell, L., 1996, Statistical Models and Credibility, CAS Forum (Winter 61 152.
    • (1996) CAS Forum , Issue.WINTER , pp. 61-152
    • Halliwell, L.1
  • 11
    • 0012642939 scopus 로고
    • Credibility for Regression Models With an Application to Trend
    • in. P. M. Kahn. ed. New York. Academic Press. pp.
    • Hachemeister, C. A., 1975, Credibility for Regression Models With an Application to Trend, in : P. M. Kahn, ed., Credibility: Theory and Applications (New York : Academic Press pp. 129 163.
    • (1975) Credibility: Theory and Applications , pp. 129-163
    • Hachemeister, C.A.1
  • 13
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    • Credibility for Some Evolutionary Models
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    • Kremer, E.1
  • 14
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    • Report RM 75-64. International Institute for Applied Systems Analysis, Schloss Laxenburg, Austria.
    • Mehra, R. K., 1975, Credibility Theory and Kalman Filtering With Extensions, Report RM 75-64, International Institute for Applied Systems Analysis, Schloss Laxenburg, Austria.
    • (1975) Credibility Theory and Kalman Filtering With Extensions
    • Mehra, R.K.1
  • 15
    • 33644909435 scopus 로고
    • How Extensive a Payroll Exposure Is Necessary to Give a Dependable Pure Premium?
    • Mowbray, A. H., 1914, How Extensive a Payroll Exposure Is Necessary to Give a Dependable Pure Premium? Proceedings of the Casualty Actuarial Society, 1 : 24 30.
    • (1914) Proceedings of the Casualty Actuarial Society , vol.1 , pp. 24-30
    • Mowbray, A.H.1
  • 16
    • 84948637475 scopus 로고
    • A Hierarchical Credibility Regression Model
    • Sundt, B., 1979, A Hierarchical Credibility Regression Model, Scandinavian Actuarial Journal, 107 114.
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  • 19
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    • Linear Filtering and Recursive Credibility Estimation
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    • (1985) ASTIN Bulletin , vol.15 , Issue.1 , pp. 19-38
    • Zehnwirth, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.