Choice of statistics in linear Bayes estimation

DOI10.1080/03461238.1985.10413774MaRDI QIDQ3702280zbMATH OpenOpenAlexFDO

Authors Walther Neuhaus

Publication date 1985

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

Full work available at URL https://doi.org/10.1080/03461238.1985.10413774

zbMATH Keywords

empirical linear Bayeslinear Bayes (LB) estimationnatural statisticsprimary statisticrisk reductionssecondary statistic

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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• Inference about parameters in empirical linear Bayes estimation problems
• On choice of statistics in credibility estimation
• The credibility approach to experience rating

Cited in

(4)

• A contribution to modelling of IBNR claims
• Risk invariant linear estimation
• A credibility approach for combining likelihoods of generalized linear models
• Linearly sufficient fun with credibility

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