Practical models in credibility theory, including parameter estimation

DOI10.1016/0304-4076(83)90081-7MaRDI QIDQ595310zbMATH OpenOpenAlexFDO

Authors Floriaen E. C. De Vylder

Publication date 1983

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(83)90081-7

zbMATH Keywords

credibility theoryHilbert spacemultiplicative modelparameter estimationregression modelscalar credibility weightstime-homogeneous models

Mathematics Subject Classification ID

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

Cites work

• Empirical Bayes credibility
• Estimation of IBNR claims by credibility theory
• Geometrical credibility
• scientific article; zbMATH DE number 3506614 (Why is no real title available?)
• scientific article; zbMATH DE number 3551731 (Why is no real title available?)
• scientific article; zbMATH DE number 3795244 (Why is no real title available?)
• scientific article; zbMATH DE number 3314912 (Why is no real title available?)
• Practical models in credibility theory, including parameter estimation
• The credibility approach to experience rating

Cited in

(3)

• Large claims in credibility
• Enriched multinormal priors revisited
• Practical models in credibility theory, including parameter estimation

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