BAP and credibility

DOI10.1007/BF02808605MaRDI QIDQ5422721zbMATH OpenFDO

Authors Erhard Kremer

Publication date 30 October 2007

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02808605

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

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Cites work

• A derivation of BLUP -- best linear unbiased predictor
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• Credibility theory for some evolutionary models
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• Empirical Bayes credibility
• Finite credibility formulae in evolutionary models
• Geometrical credibility
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• scientific article; zbMATH DE number 3551731 (Why is no real title available?)

Cited in

(1)

• On best affine prediction

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