Geometrical credibility

DOI10.1080/03461238.1976.10405610zbMath0345.62082OpenAlexW4253372488MaRDI QIDQ4114675

F. Etienne De Vylder

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1080/03461238.1976.10405610

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (21)

Conditional linear Bayes rules for hierarchical models ⋮ Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach ⋮ Risk measures in a quantile regression credibility framework with Fama/French data applications ⋮ Practical models in credibility theory, including parameter estimation ⋮ Quantiles in a multi-stage nested classification credibility model ⋮ Rekursive SchÄtzverfahren in der KredibilitÄtstheorie ⋮ Credibility using a loss function from Spline theory ⋮ Credibility Using a Loss Function from Spline Theory ⋮ BAP and credibility ⋮ A hierarchical credibility regression model ⋮ Credibility and the Dirichlet process ⋮ Balanced credibility estimation ⋮ A multi-level hierarchical credibility regression model ⋮ Credibility analysis of a general hierarchical model ⋮ Simple risk forecasts using credibility ⋮ A note on optimal parameter estimation under zero-excess assumptions ⋮ Recursive credibility estimation ⋮ Estimation of IBNR claims by credibility theory ⋮ Multi-stage nested classification credibility quantile regression model ⋮ Sample Size Determination for Credibility Estimation ⋮ Constrained credibility estimators in the regression model

Cites Work

• Unnamed Item
• Unnamed Item

This page was built for publication: Geometrical credibility