scientific article; zbMATH DE number 3856262

MaRDI QIDQ3324893zbMATH OpenFDO

Authors Ben Zehnwirth

Publication date 1984

zbMATH Keywords

credibility theoryestimators of structural parameterslinear Bayes theorynormal based Bayes theorynormal based frequentist theoryPoisson random coefficient modelregression model

Mathematics Subject Classification ID

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

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Cited in

(17)

• Non-linear regression in credibility theory
• A seemingly unrelated regression model in a credibility framework.
• Credibility theory and the Kalman filter
• On the ordering of credibility factors
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• Parameter estimation in some credibility models
• A SUFFICIENT AND NECESSARY CONDITION FOR CREDIBILITY MEASURES
• Estimating and testing parameters of regression credibility models with linear trends
• scientific article; zbMATH DE number 5781334 (Why is no real title available?)
• The problem of determining estimators for the different structural parameters in the case of the credibility results for weighted contracts
• scientific article; zbMATH DE number 3980323 (Why is no real title available?)
• Empirical kalman-Credibility
• scientific article; zbMATH DE number 6747877 (Why is no real title available?)
• The problem of determining estimators for the different structural parameters in the case of the credibility results for weighted contracts
• On a multilevel hierarchical credibility algorithm
• Optimal credibility estimation of random parameters in hierarchical random effect linear model
• Improved estimation of IBNR claims by credibility theory

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