Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model
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Publication:1209472
DOI10.1016/0167-6687(92)90023-5zbMath0783.62088OpenAlexW1966205813MaRDI QIDQ1209472
F. Etienne De Vylder, Marc J. Goovaerts
Publication date: 16 May 1993
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(92)90023-5
minimum varianceoptimal parameter estimationpseudo-estimatorsBühlmann-Straub credibility theory modelclassical estimatorszero excess assumptions
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Cites Work