Parameter estimation in some credibility models

DOI10.1080/03461238.1983.10408340MaRDI QIDQ3326682zbMATH OpenOpenAlexFDO

Authors Bjørn Sundt

Publication date 1983

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10852/48094

zbMATH Keywords

conditionally independent loss ratiosfinite insurance portfoliossufficient conditions for asymptotic optimality of empirical credibility estimators

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4041118 (Why is no real title available?)
• Recursive credibility estimation

Cited in

(19)

• The problem of determining estimators for different structural parameters in the case of credibility results for weighted contracts
• Empirical kalman-Credibility
• Rekursive SchÄtzverfahren in der KredibilitÄtstheorie
• Credibility theory and the Kalman filter
• Hierarchical credibility pseudo-estimators
• Parameter Estimation in Credit Models Under Incomplete Information
• scientific article; zbMATH DE number 5548438 (Why is no real title available?)
• Unbiased estimation of structural parameters in credibility models with dependence induced by common effects
• Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
• On multiple counting processes with the Markov property
• The pure robust credibility estimation under the maximum entropy method
• Improved estimation of IBNR claims by credibility theory
• Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model
• On asymptotic optimality in empirical Bayes credibility.
• Some results on the estimation of the credibility factor in the classical Bühlmann model
• The structure of the distribution of a couple of observable random variables in credibility theory
• Dynamic estimation of evidence discounting rates based on information credibility
• Generalized estimating equations for variance and covariance parameters in regression credibility models
• Box-Jenkins credibility

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