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Modern statistical methods in credib...

Luo, Yu.

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Modern statistical methods in credibility theory.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Modern statistical methods in credibility theory./
Author:	Luo, Yu.
Description:	103 p.
Notes:	Source: Dissertation Abstracts International, Volume: 61-08, Section: B, page: 4239.
Contained By:	Dissertation Abstracts International61-08B.
Subject:	Statistics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=9983726
ISBN:	059990089X

Modern statistical methods in credibility theory.
Luo, Yu.

Modern statistical methods in credibility theory. - 103 p.

Source: Dissertation Abstracts International, Volume: 61-08, Section: B, page: 4239.

Thesis (Ph.D.)--The University of Wisconsin - Madison, 2000.

Frees, Young, and Luo (1999) developed links between credibility theory in actuarial science and mixed linear models in statistics. This dissertation extends the above work to (1) robust credibility ratemaking using mixed linear models; (2) the use of normal hierarchical linear model in blending national-level information into credibility formula; (3) the use of two-part panel data models in credibility theory for non-Gaussian response data. The theme of this dissertation is to demonstrate the use of modern statistical methods in the context of credibility theory.

ISBN: 059990089XSubjects--Topical Terms:

517247
Statistics.

Modern statistical methods in credibility theory.
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502 $a Thesis (Ph.D.)--The University of Wisconsin - Madison, 2000.
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790 1 0 $a Young, Virginia R., $e advisor
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