On time-heterogeneous credibility estimation

DOI10.1080/03461238.1983.10408701zbMath0515.62097OpenAlexW1975826931MaRDI QIDQ3662488

Bjoern Sundt

Publication date: 1983

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

Full work available at URL: http://hdl.handle.net/10852/48093

zbMATH Keywords

time-heterogeneous credibility estimation

Mathematics Subject Classification ID

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

Cites Work

• A hierarchical credibility regression model
• Empirical Bayes credibility
• Recursive credibility estimation
• Abstract credibility

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