On optimal parameter estimation in credibility
type: Item
instance of: scholarly article
title: On optimal parameter estimation in credibility
zbMATH Open document ID: 0504.62090
DOI: 10.1016/0167-6687(82)90001-4
author: Ragnar Norberg
published in: Insurance Mathematics \& Economics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 3795241
zbMATH Keywords: credibility
zbMATH Keywords: structural parameters
zbMATH Keywords: Gauss-Markov theorem
zbMATH Keywords: estimated generalized least squares estimators
zbMATH Keywords: linear models
zbMATH Keywords: binomial
zbMATH Keywords: compound Poisson
zbMATH Keywords: multinormal conditional distributions
MaRDI profile type: Publication
full work available at URL: 0167-6687(82)90001-4
OpenAlex ID: W2056373715
cites work: Q5609896
cites work: Q5595993
cites work: Empirical linear Bayesian decision rules for a sequence of linear models with different eegressor matrices
cites work: Q3319648
cites work: Q4125605
cites work: Empirical Bayes credibility
description: scientific article; zbMATH DE number 3795241