On optimal parameter estimation in credibility

DOI10.1016/0167-6687(82)90001-4MaRDI QIDQ1836253zbMATH OpenOpenAlexFDO

Authors Ragnar Norberg

Publication date 1982

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

Full work available at URL https://doi.org/10.1016/0167-6687(82)90001-4

zbMATH Keywords

binomialcompound Poissoncredibilityestimated generalized least squares estimatorsGauss-Markov theoremlinear modelsmultinormal conditional distributionsstructural parameters

Mathematics Subject Classification ID

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

Cites work

• Empirical Bayes credibility
• Empirical linear Bayesian decision rules for a sequence of linear models with different eegressor matrices
• scientific article; zbMATH DE number 3850333 (Why is no real title available?)
• scientific article; zbMATH DE number 3551731 (Why is no real title available?)
• scientific article; zbMATH DE number 3314912 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)

Cited in

(17)

• A summary of new results on optimal parameter estimation under zero- excess assumptions
• Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model
• A longitudinal data analysis interpretation of credibility models
• Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
• On the credibility of insurance claim frequency: generalized count models and parametric estimators
• Box-Jenkins credibility
• Bisk theory and its statistics enyiroment
• On the asymptotic distribution of weighted least squares estimators
• A contribution to modelling of IBNR claims
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance
• Large claims in credibility
• Rates of risk convergence of empirical linear Bayes estimators
• Empirical kalman-Credibility
• Ragnar Norberg (1945–2017): an actuary of a unique kind
• Full and 1‐year runoff risk in the credibility‐based additive loss reserving method
• Enriched multinormal priors revisited

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