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Practical models in credibility theory, including parameter estimation. (English) Zbl 0535.62081

Premium calculation in insurance, NATO ASI Ser., Ser. C 121, 133-150 (1984).
[For the entire collection see Zbl 0528.00012.]
This is a review article on credibility theory. It starts with some general Hilbert space considerations. The main part of the paper is on the regression model with and without credibility weights. The other chapters are on time-homogeneous models and on a multiplicative model.
Reviewer: W.-R.Heilmann

MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
62J05 Linear regression; mixed models
62F10 Point estimation

Citations:

Zbl 0528.00012