Constrained credibility estimators in the regression model

DOI10.1080/03461238.1982.10405429zbMath0496.62086OpenAlexW2082026654MaRDI QIDQ3960014

F. Etienne De Vylder, Bjoern Sundt

Publication date: 1982

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405429

zbMATH Keywords

regression modelconstrained credibility estimatorsHilbert spaces of random vectors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Credibility using a loss function from Spline theory ⋮ Credibility Using a Loss Function from Spline Theory

Cites Work

• The credibility approach to experience rating
• Geometrical credibility

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