Credibility for stationarity

DOI10.1007/BF02808406zbMath0860.62079MaRDI QIDQ4716014

Erhard Kremer

Publication date: 19 November 1996

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

zbMATH Keywords

recursionsprediction theorylinear credibility estimatorsasymptotic credibilitygeneral stationary premium models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Box-Jenkins credibility
• Finite credibility formulae in evolutionary models
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Credibility theory for some evolutionary models

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