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Volumn 29, Issue 2, 1999, Pages 245-270

Selection of credibility regression models

Author keywords

Bias variance trade off; Empirical Bayes; Random effects model; Shrinkage estimation; Squared prediction loss; Subset regression

Indexed keywords


EID: 85011531849     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.29.2.504614     Document Type: Article
Times cited : (6)

References (16)
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  • 3
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  • 4
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    • A minimum posterior predictive loss approach
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    • Gelfand, A.1    Gosh, S.2
  • 6
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    • The use of collateral data in credibility theory: a hierarchical model
    • Jewell, W.S. (1975). The use of collateral data in credibility theory: a hierarchical model. Giornale dellTnstituto Italiano degli Attuari. 38, 1–16.
    • (1975) Giornale dellTnstituto Italiano degli Attuari , vol.38 , pp. 1-16
    • Jewell, W.S.1
  • 10
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    • Choice of statistics in linear Bayes estimation
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    • Jneuhaus, W.1
  • 11
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    • Hierarchical credibility: analysis of a random effect linear model with nested classification
    • Norberg, R. (1986). Hierarchical credibility: analysis of a random effect linear model with nested classification. Scandinavian Actuarial Journal, 204–222.
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    • Norberg, R.1
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    • Estimating the dimension of a model
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  • 14
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    • A hierarchical regression credibility model
    • Sundt, B. (1979). A hierarchical regression credibility model. Scandinavian Actuarial Journal, 107–114.
    • (1979) Scandinavian Actuarial Journal , pp. 107-114
    • Sundt, B.1
  • 15
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    • Credibility analysis of a general hierarchical model
    • Taylor, G.C. (1979). Credibility analysis of a general hierarchical model. Scandinavian Actuarial Journal, 1–12.
    • (1979) Scandinavian Actuarial Journal , pp. 1-12
    • Taylor, G.C.1


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