Credibility for stationarity

DOI10.1007/BF02808406zbMATH Open0860.62079MaRDI QIDQ4716014FDOQ4716014

Authors: Erhard Kremer 

Publication date: 19 November 1996

Published in: Blätter der DGVFM (Search for Journal in Brave)

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• scientific article; zbMATH DE number 24196
• The linear growth credibility model
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• An Extension of the Bühlmann Credibility Model;Eine Erweiterung des Bühlmann Glaubwürdigkeitsmodelles

zbMATH Keywords

recursionsprediction theorylinear credibility estimatorsasymptotic credibilitygeneral stationary premium models

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?)
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Credibility theory for some evolutionary models
• Finite credibility formulae in evolutionary models
• Box-Jenkins credibility

Cited In (2)

• The linear growth credibility model
• Box-Jenkins credibility

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