Some results on the estimation of the credibility factor in the classical Bühlmann model

DOI10.1016/0167-6687(94)00003-4zbMath0796.62091OpenAlexW1996894620MaRDI QIDQ1329413

Dennis Dannenburg

Publication date: 16 October 1994

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

Full work available at URL: https://doi.org/10.1016/0167-6687(94)00003-4

zbMATH Keywords

structural parameterscredibility premiumclassical Buehlmann modelcredibility factorgreatest accuracy credibility theorypseudo- estimator

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

Related Items (2)

Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model ⋮ A longitudinal data analysis interpretation of credibility models

Cites Work

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• On a multilevel hierarchical credibility algorithm

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