Optimal parameter estimation under zero-excess assumptions in a classical model

DOI10.1016/0167-6687(92)90083-NMaRDI QIDQ1199959zbMATH OpenOpenAlexFDO

Authors Floriaen E. C. De Vylder, Marc J. Goovaerts

Publication date 17 January 1993

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

Full work available at URL https://doi.org/10.1016/0167-6687(92)90083-n

zbMATH Keywords

coefficient of excesscredibility theoryexistence and uniqueness of solutionsfinite fourth-order momentHilbert space techniquesminimum variance estimatorsorthogonal projections on finite-dimensional subspaceszero-excess

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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