Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model

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

zbMATH Keywords

minimum varianceoptimal parameter estimationpseudo-estimatorsBühlmann-Straub credibility theory modelclassical estimatorszero excess assumptions

Mathematics Subject Classification ID

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

Related Items

Hierarchical credibility pseudo-estimators, Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model, Full and 1‐year runoff risk in the credibility‐based additive loss reserving method, A summary of new results on optimal parameter estimation under zero- excess assumptions, Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model, A note on optimal parameter estimation under zero-excess assumptions

Cites Work

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• Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model
• Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model
• On optimal parameter estimation in credibility