Geometrical credibility

DOI10.1080/03461238.1976.10405610MaRDI QIDQ4114675zbMATH OpenOpenAlexFDO

Authors Floriaen E. C. 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)

Cited in

(21)

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

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