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Document Details : Title: Two Credibility Regression Approaches for the Classification of Passenger Cars in a Multiplicative Tariff Author(s): SUNDT, Bjørn Journal: ASTIN Bulletin Volume: 17 Issue: 1 Date: April 1987 Pages: 41-70 DOI: 10.2143/AST.17.1.2014983 Abstract : In the present paper we present two credibility regression models for the classification of passenger cars. As regressors we use technical variables like price, weight, etc. In both models we derive credibility estimators and find expressions for their estimation errors. Estimators for structure parameters are proposed. A numerical example based on real data is given. The second model is hierarchical with a level for make of car. |