A summary of new results on optimal parameter estimation under zero- excess assumptions

DOI10.1016/0167-6687(92)90052-DzbMath0781.62161OpenAlexW2077900409MaRDI QIDQ1205683

Marc J. Goovaerts, F. Etienne De Vylder

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1016/0167-6687(92)90052-d

zbMATH Keywords

Hilbert spacespoint estimatorscredibility statistical modelsprotection methodszero-excess assumptions

Mathematics Subject Classification ID

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

Cites Work

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• Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model
• Optimal parameter estimation under zero-excess assumptions in a classical model
• Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model
• On optimal parameter estimation in credibility
• Classical regression model under zero-excess assumptions

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