Parameter estimation in some credibility models
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Publication:3326682
DOI10.1080/03461238.1983.10408340zbMath0539.62110MaRDI QIDQ3326682
Publication date: 1983
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/48094
conditionally independent loss ratios; finite insurance portfolios; sufficient conditions for asymptotic optimality of empirical credibility estimators
62P05: Applications of statistics to actuarial sciences and financial mathematics
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