Two recent papers by Dornheim and Brazauskas (2011a, b) had introduced a new likelihood-based approach for robust-efficient fitting of mixed linear models and showed that it possesses favorable large- and small-sample properties which yield more accurate premiums when extreme outcomes are...

In actuarial practice, regression models serve as a popular statistical tool for analyzing insurance data and tariff ratemaking. In this paper, we consider classical credibility models that can be embedded within the framework of mixed linear models. For inference about fixed effects and...