Linearly sufficient fun with credibility

DOI10.1016/0167-6687(91)90025-SzbMATH Open0732.62099MaRDI QIDQ808604FDOQ808604

Bjørn Sundt

Publication date: 1991

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Recommendations

• Linear sufficiency and some applications in multilinear estimation
• Some notes on linear sufficiency
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zbMATH Keywords

sufficiencylinear sufficiencycredibility estimator[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=B%EF%BF%BD%EF%BF%BDhlmann-Straub+model&go=Go B��hlmann-Straub model]

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Recursive credibility estimation
• Title not available (Why is that?)
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• A multi-level hierarchical credibility regression model
• Finite credibility formulae in evolutionary models
• Choice of statistics in linear Bayes estimation
• Title not available (Why is that?)
• Credibility and relative exchangeability

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