Concepedia

Nonlinear Credibility Models

Nonlinear Credibility Models is a credibility framework in actuarial science that generalizes classical linear credibility estimators by allowing the relationship between prior information and observed data to follow a nonlinear functional form, thereby capturing complex heterogeneity and dependence structures in risk assessment.

9

Publications

237

Citations

15

Authors

8

Institutions

Publications per year

2017–2026

2

Parents

Publications

9

Practical actuarial credibility models

Dennis Dannenburg, R. Kaas, Marc Goovaerts · UvA-DARE (University of Amsterdam) · 1996 · 59 citations

, , +7

Exponential smoothing and credibility theory

Erhard Kremer · Insurance Mathematics and Economics · 1982 · 36 citations

, , +11

Model Variations in Credibility Theory.

William S. Jewell · 1974 · 28 citations

, , +13

Credibility theory and the Kalman filter

Piet de Jong, Ben Zehnwirth · Insurance Mathematics and Economics · 1983 · 28 citations

, , +10

Time-dependent failure credibility analysis and its optimization based computational methods

Kaixuan Feng, Zhenzhou Lü, Chao Pang et al. · Engineering Structures · 2018 · 27 citations

, , +9

1–5 of 9

Authors

15

  1. ZL
    Zhenzhou Lü

    Northwestern Polytechnical University, China

    2 publications · 41 citations

    2

    h-index

  2. FD
    F. De Vylder

    UCLouvain, Belgium

    1 publications · 15 citations

    1

    h-index

  3. DD
    Dennis Dannenburg

    Erasmus University Rotterdam, Netherlands

    1 publications · 59 citations

    1

    h-index

  4. XJ
    Xia Jiang

    Northwestern Polytechnical University, China

    1 publications · 14 citations

    1

    h-index

  5. WS
    William S. Jewell

    University of California, Berkeley, United States

    1 publications · 28 citations

    1

    h-index

1–5 of 15

Institutions

8

  1. Northwestern Polytechnical University

    Xi'an, China

    2 h-index

    6 publications

    136 citations

  2. University of Piraeus

    Piraeus, Greece

    1 h-index

    1 publications

    14 citations

  3. KU Leuven

    Leuven, Belgium

    1 h-index

    1 publications

    14 citations

  4. Universität Hamburg

    Hamburg, Germany

    1 h-index

    1 publications

    36 citations

  5. Macquarie University

    Sydney, Australia

    1 h-index

    1 publications

    28 citations

  6. University of Nottingham

    Nottingham, United Kingdom

    1 h-index

    1 publications

    16 citations

  7. University of British Columbia

    Vancouver, Canada

    1 h-index

    1 publications

    28 citations

  8. UCLouvain

    Louvain-la-Neuve, Belgium

    1 h-index

    1 publications

    15 citations

1–8 of 8

Venues

  1. Insurance Mathematics and Economics

    4 publications · 93 citations

    4

    h-index

  2. Journal of the Operational Research Society

    OR · 1 publications · 16 citations

    1

    h-index

  3. Aerospace Science and Technology

    AST · 1 publications · 14 citations

    1

    h-index

  4. Engineering Structures

    1 publications · 27 citations

    1

    h-index

  5. UvA-DARE (University of Amsterdam)

    Repository · 1 publications · 59 citations

    1

    h-index

1–5