지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2009.4
- 수록면
- 445 - 452 (8page)
이용수
초록· 키워드
오류제보하기
Credibility models are actuarial tools to distribute premiums fairly among a het-erogeneous group of policyholders. Many existing credibility models can be expressed as special cases of linear mixed effects models. In this paper we propose a nonlinear credibility regression model by reforming the linear mixed effects model through ker-nel machine. The proposed model can be seen as prediction method applicable in any setting where repeated measures are made for subjects with different risk levels. Ex-perimental results are then presented which indicate the performance of the proposed estimating procedure.
목차
등록된 정보가 없습니다.
참고문헌 (10)
참고문헌 신청
1. [학술지(정기간행물)] - Antonio, K / 2008 / Issues in claims reserving and credibility: a semiparametric approach with mixed models / Journal of Risk & Insurance 75 : 643 ~ 676
2. [학술지(정기간행물)] - Craven, P / 1979 / Smoothing noisy data with spline functions: estimating the correct degree of smoothing by the method of generalized cross-validation / Numerical Mathematics 31 : 377 ~ 403
3. [기타자료] - Dannenburg, D. R / 1996 / Practical actuarial credibility models, Institute of Actuarial Science and Econometrics / University of Amsterdam
4. [학술지(정기간행물)] - Frees, E. W / 1999 / A longitudinal data analysis interpretation of credibility models / Insurance: Mathematics and Economics 14 : 229 ~ 247
5. [학술지(정기간행물)] - Goovaerts, M. J / 1987 / Credibility theory, surveys of actuarial studies / Journal of the American Statistical Associations 57 : 369 ~ 375
2. [학술지(정기간행물)] - Craven, P / 1979 / Smoothing noisy data with spline functions: estimating the correct degree of smoothing by the method of generalized cross-validation / Numerical Mathematics 31 : 377 ~ 403
3. [기타자료] - Dannenburg, D. R / 1996 / Practical actuarial credibility models, Institute of Actuarial Science and Econometrics / University of Amsterdam
4. [학술지(정기간행물)] - Frees, E. W / 1999 / A longitudinal data analysis interpretation of credibility models / Insurance: Mathematics and Economics 14 : 229 ~ 247
5. [학술지(정기간행물)] - Goovaerts, M. J / 1987 / Credibility theory, surveys of actuarial studies / Journal of the American Statistical Associations 57 : 369 ~ 375
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
신뢰도를 적용한 자동차보험요율산출 연구
Journal of The Korean Data Analysis Society
2012 .01
-
Dickey-Fuller Test for an Extended MA Model
Quantitative Bio-Science
2019 .05
-
A Proportional Odds Mixed - Effects Model for Ordinal Data
한국데이터정보과학회지
2007 .06
-
Mixed Linear Models with Censored Data
JKSS(Journal of the Korean Statistical Society)
1999 .01
-
Estimating small area proportions with kernel logistic regressions models
한국데이터정보과학회지
2014 .08
-
Modelling Online Word-of-Mouth Effect on Korean Box-Office Sales Based on Kernel Regression Model
한국데이터정보과학회지
2007 .12
-
Mixed-effects LS-SVR for Longitudinal data
한국데이터정보과학회지
2010 .04
-
Geographically weighted kernel logistic regression for small area proportion estimation
한국데이터정보과학회지
2016 .04
-
Mixed Effects Kernel Bernoulli Regression
Journal of The Korean Data Analysis Society
2008 .01
-
A Study on Comparison of Excellence Among of P-Model, E-Model, and GAP-Model
한국데이터정보과학회지
2008 .09
-
반복 측정 자료를 이용한 장애인 우울에 대한 분석
한국데이터정보과학회지
2017 .09
-
화장품 블로그의 정보특성이 구전수용과정의 신뢰와 구전효과에 미치는 영향
복식
2012 .02
-
Kernel Poisson Regression for Longitudinal Data
한국데이터정보과학회지
2008 .12
-
확장된 뷸만-스트라웁 모형에서 신뢰도 추정 연구
한국데이터정보과학회지
2010 .12
이 논문의 저자 정보
최근 본 자료
댓글(0)
0
UCI(KEPA) : I410-ECN-0101-2018-041-001388216