A hierarchical credibility regression model
- 1 July 1979
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1979 (2-3) , 107-114
- https://doi.org/10.1080/03461238.1979.10413715
Abstract
The paper develops a hierarchical credibility regression model with random parameters on two levels. The common credibility regression models appear as special cases by assuming one of the parameter levels degenerate. By specializing into another direction we obtain Jewell's (1975c) hierarchical model as a special case.Keywords
This publication has 4 references indexed in Scilit:
- Credibility and relative exchangeabilityScandinavian Actuarial Journal, 1979
- Abstract credibilityScandinavian Actuarial Journal, 1977
- Geometrical credibilityScandinavian Actuarial Journal, 1976
- Experience Rating and CredibilityASTIN Bulletin, 1967