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

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

• 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?)
• A hierarchical credibility regression model
• Abstract credibility
• Credibility analysis of a general hierarchical model
• Recursive credibility estimation
• Two classes of covariance matrices giving simple linear forecasts

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

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