A study to examine buhlmann-straub credibility model in generalized linear models

Abstract

redibility theory is interested calculating weighted estimation which is used to make balanced partition between past data and recent data. In recent years, some well-known statistical methods are applied to credibility theory. Nelder and Verrall (1997) set the relationship between credibility theo- ries and generalized linear models by using Bühlmann model among credibility models and hierarchical generalized linear model in likelihood basis among sta­ tistical models [7].