On time-heterogeneous credibility estimation

DOI10.1080/03461238.1983.10408701MaRDI QIDQ3662488zbMATH OpenOpenAlexFDO

Authors Bjørn Sundt

Publication date 1983

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

Full work available at URL http://hdl.handle.net/10852/48093

zbMATH Keywords

time-heterogeneous credibility estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• A hierarchical credibility regression model
• Abstract credibility
• Empirical Bayes credibility
• Recursive credibility estimation

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