Concepedia

Time-dependent Credibility

Time-Dependent Credibility is a credibility model in actuarial science that belongs to the class of credibility estimators and is distinguished by its explicit incorporation of temporal dynamics to adjust the weight given to historical data based on the evolving reliability of observations over time.

20

Publications

581

Citations

45

Authors

29

Institutions

Publications per year

2017–2026

6

Parents

Publications

20

A longitudinal data analysis interpretation of credibility models

Edward W. Frees, Virginia R. Young, Yu Luo · Insurance Mathematics and Economics · 1999 · 114 citations

, , +6

Recursive credibility estimation

Bjørn Sundt · Scandinavian Actuarial Journal · 1981 · 55 citations

, , +11

Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects

Catalina Bolancé, Montserrat Guillén, Jean Pinquet · Insurance Mathematics and Economics · 2003 · 50 citations

, , +15

Credibility Models with Time-Varying Trend Components

Johannes Ledolter, Stuart A. Klugman, Chang‐Soo Lee · Astin Bulletin · 1991 · 36 citations · Full text

, , +11

Claim dependence with common effects in credibility models

Keng Leong Yeo, Emiliano A. Valdez · Insurance Mathematics and Economics · 2006 · 35 citations

, , +10

1–5 of 20

Authors

45

  1. ZL
    Zhenzhou Lü

    Northwestern Polytechnical University, China

    3 publications · 57 citations

    3

    h-index

  2. MG
    Montserrat Guillén

    Universitat de Barcelona, Spain

    3 publications · 87 citations

    3

    h-index

  3. JL
    Johannes Ledolter

    University of Iowa, United States

    2 publications · 46 citations

    2

    h-index

  4. CL
    Chang‐Soo Lee

    Chungnam National University, South Korea

    2 publications · 46 citations

    2

    h-index

  5. OH
    Ole Hesselager

    University of Copenhagen, Denmark

    2 publications · 41 citations

    2

    h-index

1–5 of 45

Institutions

29

  1. Universitat de Barcelona

    Barcelona, Spain

    3 h-index

    5 publications

    164 citations

  2. Northwestern Polytechnical University

    Xi'an, China

    3 h-index

    9 publications

    183 citations

  3. University of Iowa

    Iowa City, United States

    2 h-index

    3 publications

    82 citations

  4. University of Copenhagen

    Copenhagen, Denmark

    2 h-index

    2 publications

    55 citations

  5. UCL Australia

    Adelaide, Australia

    1 h-index

    2 publications

    20 citations

  6. Korea Development Institute

    Seoul, South Korea

    1 h-index

    1 publications

    10 citations

  7. Athens University of Economics and Business

    Athens, Greece

    1 h-index

    1 publications

    27 citations

  8. American Statistical Association

    Alexandria, United States

    1 h-index

    1 publications

    10 citations

1–8 of 29

Venues

  1. Insurance Mathematics and Economics

    5 publications · 237 citations

    5

    h-index

  2. Scandinavian Actuarial Journal

    2 publications · 65 citations

    2

    h-index

  3. Astin Bulletin

    2 publications · 67 citations

    2

    h-index

  4. Journal of money credit and banking

    1 publications · 22 citations

    1

    h-index

  5. Journal of Risk & Insurance

    1 publications · 24 citations

    1

    h-index

1–5