Credibility theory for some evolutionary models

DOI10.1080/03461238.1982.10405260zbMATH Open0503.62088OpenAlexW2083403671MaRDI QIDQ3969749FDOQ3969749

Authors: Erhard Kremer 

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405260

zbMATH Keywords

predictionstationary time seriesasymptotic resultsevolutionary modelsgeneral recursion formulaslinear credibility estimators

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Recursive credibility estimation
• A hierarchical credibility regression model
• Credibility analysis of a general hierarchical model
• Two classes of covariance matrices giving simple linear forecasts
• Abstract credibility

Cited In (10)

• Rekursive SchÄtzverfahren in der KredibilitÄtstheorie
• Dynamic credibility with outliers and missing observations
• BAP and credibility
• Eine nÄhere Betrachtung der die Forderungen beeinflussenden Faktoren bei erfahrungstarifiertem Portefeuille
• Ruin theory in the linear model
• Credibility for stationarity
• The linear growth credibility model
• Evolutionary credibility risk premium
• A class of autoregressive models for predicting the final claims amount
• Box-Jenkins credibility

This page was built for publication: Credibility theory for some evolutionary models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3969749)