Practical models in credibility theory, including parameter estimation

DOI10.1016/0304-4076(83)90081-7zbMath0527.62092OpenAlexW2035006718MaRDI QIDQ595310

F. Etienne De Vylder

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90081-7

zbMATH Keywords

parameter estimationHilbert spacecredibility theoryregression modelmultiplicative modelscalar credibility weightstime-homogeneous models

Mathematics Subject Classification ID

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

Related Items (3)

Large claims in credibility ⋮ Practical models in credibility theory, including parameter estimation ⋮ Enriched multinormal priors revisited

Cites Work

• Practical models in credibility theory, including parameter estimation
• Estimation of IBNR claims by credibility theory
• The credibility approach to experience rating
• Empirical Bayes credibility
• Geometrical credibility
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