On optimal parameter estimation in credibility
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Publication:1836253
DOI10.1016/0167-6687(82)90001-4zbMath0504.62090OpenAlexW2056373715MaRDI 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 Poissonlinear modelscredibilityGauss-Markov theorembinomialstructural parametersestimated generalized least squares estimatorsmultinormal conditional distributions
Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (17)
Large claims in credibility ⋮ Bisk theory and its statistics enyiroment ⋮ Rates of risk convergence of empirical linear Bayes estimators ⋮ On the asymptotic distribution of weighted least squares estimators ⋮ Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors ⋮ A contribution to modelling of IBNR claims ⋮ Hierarchical credibility: analysis of a random effect linear model with nested classification ⋮ 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 ⋮ Box-Jenkins credibility ⋮ Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model ⋮ Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance ⋮ Ragnar Norberg (1945–2017): an actuary of a unique kind ⋮ Enriched multinormal priors revisited ⋮ Empirical kalman-Credibility ⋮ On the credibility of insurance claim frequency: generalized count models and parametric estimators ⋮ A longitudinal data analysis interpretation of credibility models
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