Credibility theory for some evolutionary models

DOI10.1080/03461238.1982.10405260MaRDI QIDQ3969749zbMATH OpenOpenAlexFDO

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

asymptotic resultsevolutionary modelsgeneral recursion formulaslinear credibility estimatorspredictionstationary time series

Mathematics Subject Classification ID

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

Cites work

• A hierarchical credibility regression model
• Abstract credibility
• Credibility analysis of a general hierarchical model
• scientific article; zbMATH DE number 3497161 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Recursive credibility estimation
• Two classes of covariance matrices giving simple linear forecasts

Cited in

(10)

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

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