Credibility and Regression-Type Modeling

@inproceedings{Brazauskas2013CredibilityAR,
  title={Credibility and Regression-Type Modeling},
  author={Vytaras Brazauskas and Harald J. Dornheim and P Naga Nuka Ratnam},
  year={2013}
}
Chapter Preview . This chapter introduces the reader to credibility and related regression modeling. The first section provides a brief overview of credibility theory, regression-type credibility, and discusses historical developments. The next section shows how some well-known credibility models can be embedded within the linear mixed model framework. Specific procedures on how such models can be used for prediction and standard ratemaking are given as well. Further, in Section 3, a step-by… CONTINUE READING

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