On optimal parameter estimation in credibility
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Publication:1836253
DOI10.1016/0167-6687(82)90001-4zbMath0504.62090MaRDI QIDQ1836253
Publication date: 1982
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(82)90001-4
compound Poisson; linear models; credibility; Gauss-Markov theorem; binomial; structural parameters; estimated generalized least squares estimators; multinormal conditional distributions
62J05: Linear regression; mixed models
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
