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Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model - MaRDI portal

Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model (Q1185313)

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scientific article; zbMATH DE number 38210
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Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model
scientific article; zbMATH DE number 38210

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    Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model (English)
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    28 June 1992
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    heterogeneity parameter
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    Bühlmann-Straub model
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    credibility theory
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    portfolio
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    unbiased estimator
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    Bichsel-Straub pseudo-estimator
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