Hierarchical credibility pseudo-estimators

DOI10.1080/03461238.2021.2002185zbMath1498.91367OpenAlexW3215484531MaRDI QIDQ5106338

Stig I. Rosenlund

Publication date: 19 September 2022

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

Full work available at URL: https://doi.org/10.1080/03461238.2021.2002185

zbMATH Keywords

variance componenthierarchical credibilitypseudo-estimator

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model
• 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
• On Parameter Estimation in Hierarchical Credibility
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