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A seemingly unrelated regression model in a credibility framework

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  • Pitselis, Georgios

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  • Pitselis, Georgios, 2004. "A seemingly unrelated regression model in a credibility framework," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 37-54, February.
    • Handle: RePEc:eee:insuma:v:34:y:2004:i:1:p:37-54
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    References listed on IDEAS

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    1. Frees, Edward W. & Young, Virginia R. & Luo, Yu, 1999. "A longitudinal data analysis interpretation of credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 229-247, May.
    2. de Jong, Piet & Zehnwirth, Ben, 1983. "Credibility theory and the Kalman filter," Insurance: Mathematics and Economics, Elsevier, vol. 2(4), pages 281-286, October.
    3. Edward Frees & Virginia Young & Yu Luo, 2001. "Case Studies Using Panel Data Models," North American Actuarial Journal, Taylor & Francis Journals, vol. 5(4), pages 24-42.
    4. De Vylder, Fl., 1978. "Parameter Estimation in Credibility Theory," ASTIN Bulletin, Cambridge University Press, vol. 10(1), pages 99-112, May.
    5. Srivastava, V. K. & Dwivedi, T. D., 1979. "Estimation of seemingly unrelated regression equations : A brief survey," Journal of Econometrics, Elsevier, vol. 10(1), pages 15-32, April.
    6. Kremer, Erhard, 1994. "Robust Credibility via Robust Kalman Filtering," ASTIN Bulletin, Cambridge University Press, vol. 24(2), pages 221-233, November.
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    Cited by:

    1. Dornheim, Harald & Brazauskas, Vytaras, 2011. "Robust-efficient credibility models with heavy-tailed claims: A mixed linear models perspective," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 72-84, January.

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