The linear growth credibility model

DOI10.1080/03461238.1984.10413762zbMath0557.62087OpenAlexW2083941115MaRDI QIDQ3221244

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Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413762

zbMATH Keywords

evolutionary modelsrecursionsrisk premiumrandom shockslinear filtering theorylinear credibility estimatorlinear growth credibility model

Mathematics Subject Classification ID

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

Related Items (3)

Rekursive SchÄtzverfahren in der KredibilitÄtstheorie ⋮ A seemingly unrelated regression model in a credibility framework. ⋮ Empirical kalman-Credibility

Cites Work

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• Ruin theory in the linear model
• Credibility and the Dirichlet process
• Empirical Bayes credibility
• Recursive credibility estimation
• Credibility theory for some evolutionary models
• The mean credibility formula is a bayes rule
• Two classes of covariance matrices giving simple linear forecasts
• The credible distribution function is an admissible bayes rule
• Exponential Smoothing and Short-Term Sales Forecasting
• A Bayesian Approach to Short-term Forecasting

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