Selection of Credibility Regression Models

We derive some decision rules to select best predictive regression models in a credibility context, that is, in a 'random effects' linear regression model with replicates. In contrast to usual model selection techniques on a collective level, our proposal allows to detect individual structures, even if they disappear in the collective...

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Year of publication:	1999-11-01
Authors:	Bühlmann, Peter ; Bühlmann, Hans
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; VoL 29 - No, 2 - 1999, 245-270
Subject:	Regressionsanalyse

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Extent:	950272 bytes 26 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847158