Credibility pseudo-estimators

DOI10.1080/03461238.2018.1455153zbMath1407.62393OpenAlexW2792234529MaRDI QIDQ4562047

Stig I. Rosenlund

Publication date: 14 December 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2018.1455153

zbMATH Keywords

variance componentbest linear predictorcredibility estimatorauxiliary argumentpseudo-estimator

Mathematics Subject Classification ID

Uses Software

• R

Cites Work

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• The numerical solution of the Schmitter problems: Theory
• A course in credibility theory and its applications
• Combining generalized linear models and credibility models in practice
• Non-Life Insurance Pricing with Generalized Linear Models
• Dispersion Estimates for Poisson and Tweedie Models
• Empirical Bayes credibility
• Inference in multiplicative pricing
• Multivariate Credibility for Aggregate Loss Models

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