Invariantly recursive credibility estimation

DOI10.1016/0167-6687(82)90009-9zbMath0502.62088OpenAlexW2042662390MaRDI QIDQ1172911

Bjoern Sundt

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90009-9

zbMATH Keywords

invarianceasymptotic efficiencylinear recursioncredibility estimationstationary invariant risk process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Evolutionary credibility risk premium

Cites Work

• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• Some Mathematical Aspects of Claim Number Processes with the Markov Property
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