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| Teori Kebolehpercayaan× | Regresi Binomial Negatif× | |
|---|---|---|
| Bidang≠ | Sains Aktuari | Ekonometrik |
| Keluarga | Regression model | Regression model |
| Tahun asal≠ | 1967 | 2011 |
| Pengasas≠ | Hans Bühlmann | Hilbe (textbook treatment); generalized linear model framework |
| Jenis≠ | Weighted linear blend of individual and collective experience | Generalized linear model for count data |
| Sumber perintis≠ | Bühlmann, H. (1967). Experience rating and credibility. ASTIN Bulletin, 4(3), 199–207. DOI ↗ | Hilbe, J. M. (2011). Negative Binomial Regression (2nd ed.). Cambridge University Press. DOI ↗ |
| Alias≠ | Bühlmann Credibility, Experience Rating, Linear Credibility Estimator, Güvenilirlik Teorisi | NB regression, NB2 regression, negatif binom regresyonu |
| Berkaitan≠ | 3 | 4 |
| Ringkasan≠ | Credibility Theory is an actuarial framework for estimating the pure premium of an individual risk by blending its own observed loss experience with the collective (portfolio) mean. Introduced by Hans Bühlmann in 1967, the method derives the optimal linear combination—the credibility-weighted premium—that minimises mean squared error. It extends classical experience rating to a rigorous statistical footing rooted in Bayesian and linear estimation principles. | Negative Binomial Regression is a generalized linear model for count outcomes that extends Poisson regression to handle overdispersion, where the variance of the counts exceeds their mean. Developed in the GLM tradition and treated in depth by Hilbe (2011), it adds a dispersion parameter so that inference stays valid when Poisson would understate the spread of the data. |
| ScholarGateSet data ↗ |
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