Credibility pseudo-estimators

DOI10.1080/03461238.2018.1455153MaRDI QIDQ4562047zbMATH OpenOpenAlexFDO

Authors Stig Rosenlund

Publication date 14 December 2018

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03461238.2018.1455153

zbMATH Keywords

auxiliary argumentbest linear predictorcredibility estimatorpseudo-estimatorvariance component

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A course in credibility theory and its applications
• Combining generalized linear models and credibility models in practice
• Dispersion Estimates for Poisson and Tweedie Models
• Empirical Bayes credibility
• scientific article; zbMATH DE number 5640261 (Why is no real title available?)
• scientific article; zbMATH DE number 3314912 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Inference in multiplicative pricing
• Multivariate Credibility for Aggregate Loss Models
• Non-life insurance pricing with generalized linear models
• The numerical solution of the Schmitter problems: Theory

Cited in

(6)

• On maximum likelihood and pseudo-maximum likelihood estimation in compound insurance models with deductibles
• scientific article; zbMATH DE number 5781334 (Why is no real title available?)
• On parameter estimation in hierarchical credibility
• Schätzung von Ausscheidewahrscheinlichkeiten bei kleineren Beständen
• Hierarchical credibility pseudo-estimators
• scientific article; zbMATH DE number 6747877 (Why is no real title available?)

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