Concepedia

Linear Credibility Theory

Linear Credibility Theory is a mathematical framework within actuarial science that belongs to the class of credibility models by specifying a linear combination of historical data and collective estimates to optimally predict future claims, distinguishing itself through its linearity constraint and minimum mean squared error criterion.

12

Publications

349

Citations

17

Authors

11

Institutions

Publications per year

2017–2026

0

Parents

Publications

12

The Use of Collateral Data in Credibility Theory: A Hierarchical Model

William S. Jewell · IIASA PURE (International Institute of Applied Systems Analysis) · 1975 · 88 citations · Full text

, , +17

Credibility Theory and Generalized Linear Models

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

, , +14

Non-Life Insurance: Mathematics & Statistics

Mario V. Wüthrich · SSRN Electronic Journal · 2013 · 39 citations · Full text

, , +17

Credibility theory for some evolutionary models

Erhard Kremer · Scandinavian Actuarial Journal · 1982 · 25 citations

, , +13

Robust Methods for Credibility

Hans R. Künsch · Astin Bulletin · 1992 · 24 citations · Full text

, , +12

1–5 of 12

Authors

17

  1. VR
    Virginia R. Young

    University of Michigan, United States

    2 publications · 28 citations

    2

    h-index

  2. BZ
    Ben Zehnwirth

    Macquarie University, Australia

    1 publications · 16 citations

    1

    h-index

  3. WS
    William S. Jewell

    University of California, Berkeley, United States

    1 publications · 88 citations

    1

    h-index

  4. AT
    Amir T. Payandeh Najafabadi

    Shahid Beheshti University, Iran

    1 publications · 16 citations

    1

    h-index

  5. EK
    Erhard Kremer

    Universität Hamburg, Germany

    1 publications · 25 citations

    1

    h-index

1–5 of 17

Institutions

11

  1. ETH Zurich

    Zurich, Switzerland

    4 h-index

    4 publications

    87 citations

  2. University of Wisconsin–Madison

    Madison, United States

    2 h-index

    2 publications

    28 citations

  3. Universitat de Barcelona

    Barcelona, Spain

    1 h-index

    1 publications

    10 citations

  4. Winterthur Museum Garden and Library

    Wilmington, United States

    1 h-index

    1 publications

    14 citations

  5. UCL Australia

    Adelaide, Australia

    1 h-index

    2 publications

    20 citations

  6. Northampton Community College

    Bethlehem, United States

    1 h-index

    1 publications

    79 citations

  7. Allameh Tabataba'i University

    Tehran, Iran

    1 h-index

    1 publications

    16 citations

  8. Islamic Azad University, Science and Research Branch

    Tehran, Iran

    1 h-index

    1 publications

    16 citations

1–8 of 11

Venues

  1. Astin Bulletin

    5 publications · 143 citations

    5

    h-index

  2. Scandinavian Actuarial Journal

    2 publications · 37 citations

    2

    h-index

  3. DIAL (Catholic University of Leuven)

    Repository · 1 publications · 10 citations

    1

    h-index

  4. Insurance Mathematics and Economics

    1 publications · 16 citations

    1

    h-index

  5. IIASA PURE (International Institute of Applied Systems Analysis)

    Repository · 1 publications · 88 citations

    1

    h-index

1–5