Linearly sufficient fun with credibility

DOI10.1016/0167-6687(91)90025-SMaRDI QIDQ808604zbMATH OpenFDO

Authors Bjørn Sundt

Publication date 1991

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

sufficiencylinear sufficiencycredibility estimator[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=B%EF%BF%BD%EF%BF%BDhlmann-Straub+model&go=Go B��hlmann-Straub model]

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Linear sufficiency and some applications in multilinear estimation
• Some notes on linear sufficiency
• Credibility Using a Loss Function from Spline Theory
• Sufficiency and completeness in the linear model
• Linear sufficiency with respect to a given vector of parametric functions

Cites work

• scientific article; zbMATH DE number 49599 (Why is no real title available?)
• scientific article; zbMATH DE number 3314912 (Why is no real title available?)
• A multi-level hierarchical credibility regression model
• Choice of statistics in linear Bayes estimation
• Credibility and relative exchangeability
• Finite credibility formulae in evolutionary models
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Recursive credibility estimation

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