Credibility Methods for Individual Life Insurance
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References listed on IDEAS
- Nelder, J.A. & Verrall, R.J., 1997. "Credibility Theory and Generalized Linear Models," ASTIN Bulletin, Cambridge University Press, vol. 27(1), pages 71-82, May.
- 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.
- Christiansen, Marcus C. & Schinzinger, Edo, 2016. "A Credibility Approach For Combining Likelihoods Of Generalized Linear Models," ASTIN Bulletin, Cambridge University Press, vol. 46(3), pages 531-569, September.
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Cited by:
- Apostolos Bozikas & Georgios Pitselis, 2019. "Credible Regression Approaches to Forecast Mortality for Populations with Limited Data," Risks, MDPI, vol. 7(1), pages 1-22, February.
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Keywords
credibility; principle-based reserving; simulation;All these keywords.
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