Panel data econometrics continues to be a hot topic in econometrics and has experienced a
lot of growth over the last two decades. Micro-and Macro-panels are increasing in …

Irving W. Burr wrote the first edition (Burr 1979) of this book, which was considered an
outstanding book for quality control practitioners and a leading book in this area. After his …

This paper gives a brief survey of forecasting with panel data. It begins with a simple error
component regression model and surveys the best linear unbiased prediction under various …

This chapter reviews the panel data forecasting literature. Starting with simple forecasts
based on fixed and random effects panel data models. Next, these forecasts are extended to …

Over the last decade the use of generalized linear models (GLMs) in actuarial statistics has
received a lot of attention, starting from the actuarial illustrations in the standard text by …

This article describes contributions of analytics and statistical methods to our understanding
of insurance operations and markets. Specifically, it introduces insurance analytics, the …

Credibility is a form of insurance pricing that is widely used, particularly in North America.
The theory of credibility has been called a “cornerstone” in the field of actuarial science …

In nonlife insurance, insurers use experience rating to adjust premiums to reflect
policyholders' previous claim experience. Performing prospective experience rating can be …

Everyday we face all kinds of risks, and insurance is in the business of providing us a means
to transfer or share these risks, usually to eliminate or reduce the resulting financial burden …

This paper develops credibility predictors of aggregate losses using a longitudinal data
framework. For a model of aggregate losses, the interest is in predicting both the claims …