On greatest accuracy credibility with limited fluctuation

DOI10.1080/03461238.1992.10413902zbMath0769.62078OpenAlexW4233066552MaRDI QIDQ4695022

Bjoern Sundt

Publication date: 30 August 1993

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

Full work available at URL: https://doi.org/10.1080/03461238.1992.10413902

zbMATH Keywords

optimality criteriacredibility estimatorrate-makingexperience ratinggreatest accuracy credibility estimatorsyear-to-year fluctuations

Mathematics Subject Classification ID

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

Related Items (2)

Credibility in Favor of Unlucky Insureds ⋮ One-year estimation uncertainty in some claim development models

Cites Work

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