Empirical kalman-Credibility

DOI10.1007/BF02808229zbMath0817.62086OpenAlexW47763497MaRDI QIDQ4699070

Erhard Kremer

Publication date: 2 July 1995

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808229

zbMATH Keywords

asymptotic optimalitydynamic linear modelempirical credibility estimatorKalman-filter algorithm

Mathematics Subject Classification ID

Related Items (1)

Dynamic credibility with outliers and missing observations

Cites Work

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• On optimal parameter estimation in credibility
• Credibility theory and the Kalman filter
• Finite credibility formulae in evolutionary models
• The linear growth credibility model
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Rekursive SchÄtzverfahren in der KredibilitÄtstheorie
• Early warning
• A multi-level hierarchical credibility regression model
• Empirical Bayes credibility
• Recursive credibility estimation
• Credibility analysis of a general hierarchical model

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