Optimal parameter estimation under zero-excess assumptions in a classical model

DOI10.1016/0167-6687(92)90083-NzbMath0752.62076OpenAlexW2078414405MaRDI QIDQ1199959

F. Etienne De Vylder, Marc J. Goovaerts

Publication date: 17 January 1993

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

Full work available at URL: https://doi.org/10.1016/0167-6687(92)90083-n

zbMATH Keywords

credibility theoryexistence and uniqueness of solutionsHilbert space techniquesminimum variance estimatorscoefficient of excessfinite fourth-order momentorthogonal projections on finite-dimensional subspaceszero-excess

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

Related Items (5)

Classical regression model under zero-excess assumptions ⋮ Unnamed Item ⋮ Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model ⋮ A summary of new results on optimal parameter estimation under zero- excess assumptions ⋮ A note on optimal parameter estimation under zero-excess assumptions

Cites Work

• Unnamed Item

This page was built for publication: Optimal parameter estimation under zero-excess assumptions in a classical model