Credibility for stationarity

DOI10.1007/BF02808406MaRDI QIDQ4716014zbMATH OpenFDO

Authors Erhard Kremer

Publication date 19 November 1996

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

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)

Recommendations

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

Cites work

• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3551731 (Why is no real title available?)
• Box-Jenkins credibility
• Credibility theory for some evolutionary models
• Finite credibility formulae in evolutionary models
• Hierarchical credibility: analysis of a random effect linear model with nested classification

Cited in

(2)

• Box-Jenkins credibility
• The linear growth credibility model

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