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