On optimal parameter estimation in credibility

DOI10.1016/0167-6687(82)90001-4zbMath0504.62090MaRDI QIDQ1836253

Ragnar Norberg

Publication date: 1982

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90001-4

zbMATH Keywords

compound Poisson; linear models; credibility; Gauss-Markov theorem; binomial; structural parameters; estimated generalized least squares estimators; multinormal conditional distributions

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62P05: Applications of statistics to actuarial sciences and financial mathematics

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Cites Work

• Empirical Bayes credibility
• Empirical linear Bayesian decision rules for a sequence of linear models with different eegressor matrices
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