Concepedia

Generalized Linear Credibility Models

Generalized Linear Credibility Models is a statistical modeling framework within credibility theory that extends classical credibility models by incorporating generalized linear models to allow for non-normal loss distributions and non-linear relationships between risk factors and claim outcomes.

9

Publications

399

Citations

15

Authors

11

Institutions

Publications per year

2017–2026

1

Parents

Publications

9

Credibility Using Copulas

Edward W. Frees, Ping Wang · North American Actuarial Journal · 2005 · 100 citations

, , +16

A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving

Richard Verrall · North American Actuarial Journal · 2004 · 88 citations

, , +15

Credibility Theory and Generalized Linear Models

J. A. Nelder, Richard Verrall · Astin Bulletin · 1997 · 79 citations · Full text

, , +14

Combining generalized linear models and credibility models in practice

Esbjörn Ohlsson · Scandinavian Actuarial Journal · 2008 · 40 citations

, , +14

Exact Credibility and Tweedie Models

Esbjörn Ohlsson, Björn Johansson · Astin Bulletin · 2006 · 27 citations · Full text

, , +17

1–5 of 9

Authors

15

  1. RV
    Richard Verrall

    City, University of London, United Kingdom

    2 publications · 167 citations

    2

    h-index

  2. EO
    Esbjörn Ohlsson

    Länsförsäkringar (Sweden), Sweden

    2 publications · 67 citations

    2

    h-index

  3. EK
    Erhard Kremer

    Universität Hamburg, Germany

    1 publications · 25 citations

    1

    h-index

  4. BD
    Bavo D. C. Campo

    KU Leuven, Belgium

    1 publications · 12 citations

    1

    h-index

  5. BJ
    Björn Johansson

    KTH Royal Institute of Technology, Sweden

    1 publications · 27 citations

    1

    h-index

1–5 of 15

Institutions

11

  1. Länsförsäkringar (Sweden)

    Stockholm, Sweden

    2 h-index

    2 publications

    67 citations

  2. KU Leuven

    Leuven, Belgium

    1 h-index

    2 publications

    24 citations

  3. Allameh Tabataba'i University

    Tehran, Iran

    1 h-index

    1 publications

    16 citations

  4. University of Amsterdam

    Amsterdam, The Netherlands

    1 h-index

    1 publications

    12 citations

  5. City, University of London

    London, United Kingdom

    1 h-index

    1 publications

    88 citations

  6. Shahid Beheshti University

    Tehran, Iran

    1 h-index

    1 publications

    16 citations

  7. Universität Hamburg

    Hamburg, Germany

    1 h-index

    1 publications

    25 citations

  8. Stockholm University

    Stockholm, Sweden

    1 h-index

    1 publications

    27 citations

1–8 of 11

Venues

  1. Scandinavian Actuarial Journal

    3 publications · 77 citations

    3

    h-index

  2. North American Actuarial Journal

    NAAJ · 2 publications · 188 citations

    2

    h-index

  3. Astin Bulletin

    2 publications · 106 citations

    2

    h-index

  4. Insurance Mathematics and Economics

    1 publications · 16 citations

    1

    h-index

  5. Journal of Industrial and Management Optimization

    JIMO · 1 publications · 12 citations

    1

    h-index

1–5