[图书][B] Econometric analysis of panel data
BH Baltagi, BH Baltagi - 2008 - Springer
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 …
lot of growth over the last two decades. Micro-and Macro-panels are increasing in …
Longitudinal and panel data: analysis and applications in the social sciences
MD Larsen - 2006 - Taylor & Francis
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 …
outstanding book for quality control practitioners and a leading book in this area. After his …
Forecasting with panel data
BH Baltagi - Journal of forecasting, 2008 - Wiley Online Library
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 …
component regression model and surveys the best linear unbiased prediction under various …
Panel data forecasting
BH Baltagi - Handbook of economic forecasting, 2013 - Elsevier
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 …
based on fixed and random effects panel data models. Next, these forecasts are extended to …
Actuarial statistics with generalized linear mixed models
K Antonio, J Beirlant - Insurance: Mathematics and Economics, 2007 - Elsevier
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 …
received a lot of attention, starting from the actuarial illustrations in the standard text by …
Analytics of insurance markets
EW Frees - Annual Review of Financial Economics, 2015 - annualreviews.org
This article describes contributions of analytics and statistical methods to our understanding
of insurance operations and markets. Specifically, it introduces insurance analytics, the …
of insurance operations and markets. Specifically, it introduces insurance analytics, the …
Credibility using copulas
EW Frees, P Wang - North American Actuarial Journal, 2005 - Taylor & Francis
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 …
The theory of credibility has been called a “cornerstone” in the field of actuarial science …
Pair copula constructions for insurance experience rating
In nonlife insurance, insurers use experience rating to adjust premiums to reflect
policyholders' previous claim experience. Performing prospective experience rating can be …
policyholders' previous claim experience. Performing prospective experience rating can be …
Statistical concepts of a priori and a posteriori risk classification in insurance
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 …
to transfer or share these risks, usually to eliminate or reduce the resulting financial burden …
Copula credibility for aggregate loss models
EW Frees, P Wang - Insurance: Mathematics and Economics, 2006 - Elsevier
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 …
framework. For a model of aggregate losses, the interest is in predicting both the claims …