Credibility models with uniform error dependence

zbMATH Open1212.62049MaRDI QIDQ3051643FDOQ3051643

Authors: Limin Wen, Wei Wang, Xueli Yu 

Publication date: 5 November 2010

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zbMATH Keywords

orthogonal projectionscredibility estimators

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (6)

• Empirical kalman-Credibility
• Parameter estimation in some credibility models
• Credibility theory and the Kalman filter
• Title not available (Why is that?)
• Unbiased estimation of structural parameters in credibility models with dependence induced by common effects
• The pure robust credibility estimation under the maximum entropy method

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