A note on optimal parameter estimation under zero-excess assumptions

DOI10.1016/S0167-6687(98)00016-XzbMath0912.62114OpenAlexW1989403031WikidataQ127156084 ScholiaQ127156084MaRDI QIDQ1277805

Vincent Goulet

Publication date: 26 May 1999

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00016-x

zbMATH Keywords

parameter estimationvariance componentscredibility theoryzero excess

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
• The credibility approach to experience rating
• Geometrical credibility

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