Parameter estimation in some credibility models

DOI10.1080/03461238.1983.10408340zbMath0539.62110OpenAlexW2072113437MaRDI QIDQ3326682

Bjoern Sundt

Publication date: 1983

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

Full work available at URL: http://hdl.handle.net/10852/48094

zbMATH Keywords

conditionally independent loss ratiosfinite insurance portfoliossufficient conditions for asymptotic optimality of empirical credibility estimators

Mathematics Subject Classification ID

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

Related Items (5)

On asymptotic optimality in empirical Bayes credibility. ⋮ On multiple counting processes with the Markov property ⋮ Rekursive SchÄtzverfahren in der KredibilitÄtstheorie ⋮ Box-Jenkins credibility ⋮ Generalized estimating equations for variance and covariance parameters in regression credibility models

Cites Work

• Recursive credibility estimation
• Unnamed Item

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