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      KCI등재

      Credibility estimation via kernel mixed effects model

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      https://www.riss.kr/link?id=A104237206

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      다국어 초록 (Multilingual Abstract)

      Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous 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 kernel 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. Experimental results are then presented which indicate the performance of the proposed estimating procedure.
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      Credibility models are actuarial tools to distribute premiums fairly among a heterogeneous 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 models are actuarial tools to distribute premiums fairly among a heterogeneous 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 kernel 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. Experimental results are then presented which indicate the performance of the proposed estimating procedure.

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      참고문헌 (Reference)

      1 Vapnik,V.N, "The nature of statistical learning theory" Springer 1995

      2 Craven, P, "Smoothing noisy data with spline functions: estimating the correct degree of smoothing by the method of generalized cross-validation" 31 : 377-403, 1979

      3 Dannenburg, D. R, "Practical actuarial credibility models, Institute of Actuarial Science and Econometrics"

      4 Hedeker, D, "Longitudinal data analysis" John Wiley & Sons 2006

      5 Antonio, K, "Issues in claims reserving and credibility: a semiparametric approach with mixed models" 75 : 643-676, 2008

      6 Mercer,J, "Functions of positive and negative type and their connection with theory of integral equations" 209 : 415-446, 1909

      7 Goovaerts, M. J, "Credibility theory, surveys of actuarial studies" 57 : 369-375, 1987

      8 Hachemeister,C.A, "Credibility for regression models with applications to trend. Credibility: Theory and applications" Academic Press 1975

      9 Valyon, J, "A robust LS-SVM regression. Proceedings of World Academy of Science" 7 : 148-153, 2005

      10 Frees, E. W, "A longitudinal data analysis interpretation of credibility models" 14 : 229-247, 1999

      1 Vapnik,V.N, "The nature of statistical learning theory" Springer 1995

      2 Craven, P, "Smoothing noisy data with spline functions: estimating the correct degree of smoothing by the method of generalized cross-validation" 31 : 377-403, 1979

      3 Dannenburg, D. R, "Practical actuarial credibility models, Institute of Actuarial Science and Econometrics"

      4 Hedeker, D, "Longitudinal data analysis" John Wiley & Sons 2006

      5 Antonio, K, "Issues in claims reserving and credibility: a semiparametric approach with mixed models" 75 : 643-676, 2008

      6 Mercer,J, "Functions of positive and negative type and their connection with theory of integral equations" 209 : 415-446, 1909

      7 Goovaerts, M. J, "Credibility theory, surveys of actuarial studies" 57 : 369-375, 1987

      8 Hachemeister,C.A, "Credibility for regression models with applications to trend. Credibility: Theory and applications" Academic Press 1975

      9 Valyon, J, "A robust LS-SVM regression. Proceedings of World Academy of Science" 7 : 148-153, 2005

      10 Frees, E. W, "A longitudinal data analysis interpretation of credibility models" 14 : 229-247, 1999

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      학술지 이력

      학술지 이력
      연월일 이력구분 이력상세 등재구분
      2022 평가예정 계속평가 신청대상 (등재유지)
      2017-01-01 평가 우수등재학술지 선정 (계속평가)
      2013-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2010-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2008-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2005-01-01 평가 등재학술지 선정 (등재후보2차) KCI등재
      2004-01-01 평가 등재후보 1차 PASS (등재후보1차) KCI등재후보
      2003-01-01 평가 등재후보학술지 유지 (등재후보2차) KCI등재후보
      2002-01-01 평가 등재후보 1차 PASS (등재후보1차) KCI등재후보
      2001-01-01 평가 등재후보학술지 선정 (신규평가) KCI등재후보
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      학술지 인용정보

      학술지 인용정보
      기준연도 WOS-KCI 통합IF(2년) KCIF(2년) KCIF(3년)
      2016 1.18 1.18 1.07
      KCIF(4년) KCIF(5년) 중심성지수(3년) 즉시성지수
      1.01 0.91 0.911 0.35
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