Multidimensional Credibility With Time Effects: An Application to Commercial Business Lines
- 4 May 2009
- journal article
- Published by Wiley in Journal of Risk and Insurance
- Vol. 76 (2) , 443-453
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Multivariate Latent Risk: A Credibility ApproachASTIN Bulletin, 2008
- Multivariate Latent Risk: A Credibility ApproachASTIN Bulletin, 2008
- Linear Filtering and Recursive Credibility EstimationASTIN Bulletin, 1985
- Credibility theory and Kalman filtering with extensions1976
- Geometrical credibilityScandinavian Actuarial Journal, 1976
- Experience Rating and CredibilityASTIN Bulletin, 1967