search for: gisler

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2007 Nov 16
0
New version of actuar
...nctions to carry calculations for each supported credibility model. This is more efficient. o Basic support for the regression model of Hachemeister in function cm(). o For the hierarchical credibility model: support for the variance components estimators of B?hlmann and Gisler (2005) and Ohlsson (2005). Support remains for iterative pseudo-estimators. o Calculations of iterative pseudo-estimators in hierarchical credibility are much faster now that they are done in C. OTHER NEW FEATURES o Four new vignettes: introduction to the package and presentation...
2007 Nov 16
0
New version of actuar
...nctions to carry calculations for each supported credibility model. This is more efficient. o Basic support for the regression model of Hachemeister in function cm(). o For the hierarchical credibility model: support for the variance components estimators of B?hlmann and Gisler (2005) and Ohlsson (2005). Support remains for iterative pseudo-estimators. o Calculations of iterative pseudo-estimators in hierarchical credibility are much faster now that they are done in C. OTHER NEW FEATURES o Four new vignettes: introduction to the package and presentation...