de Vylder, F. 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 Cited in 4 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 62J05 Linear regression; mixed models 62F10 Point estimation Keywords:credibility theory; Hilbert space considerations; regression model; credibility weights; time-homogeneous models; multiplicative model Citations:Zbl 0528.00012 PDFBibTeX XML