BAP and credibility

DOI10.1007/BF02808605zbMath1320.91152MaRDI QIDQ5422721

Erhard Kremer

Publication date: 30 October 2007

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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Cites Work

• Unnamed Item
• Decision theoretic foundations of credibility theory
• A derivation of BLUP -- best linear unbiased predictor
• Finite credibility formulae in evolutionary models
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Empirical Bayes credibility
• Credibility theory for some evolutionary models
• Geometrical credibility
• Abstract credibility

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