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

DOI10.1016/0167-6687(92)90055-GzbMath0745.62097MaRDI QIDQ1185313

Marc J. Goovaerts, F. Etienne De Vylder

Publication date: 28 June 1992

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

zbMATH Keywords

portfoliocredibility theoryunbiased estimatorBühlmann-Straub modelBichsel-Straub pseudo-estimatorheterogeneity parameter

Mathematics Subject Classification ID

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

Related Items (5)

Unnamed Item ⋮ Full and 1‐year runoff risk in the credibility‐based additive loss reserving method ⋮ A summary of new results on optimal parameter estimation under zero- excess assumptions ⋮ Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model ⋮ A note on optimal parameter estimation under zero-excess assumptions

Cites Work

• Optimal parameter estimation under zero-excess assumptions in a classical model
• Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model
• Unnamed Item
• Unnamed Item

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