Hong, Liang Sample size determination for credibility estimation. (English) Zbl 1507.91183 N. Am. Actuar. J. 26, No. 4, 485-495 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{L. Hong}, N. Am. Actuar. J. 26, No. 4, 485--495 (2022; Zbl 1507.91183) Full Text: DOI
Bozikas, Apostolos; Pitselis, Georgios Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach. (English) Zbl 1479.91307 Eur. Actuar. J. 11, No. 1, 231-267 (2021). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{A. Bozikas} and \textit{G. Pitselis}, Eur. Actuar. J. 11, No. 1, 231--267 (2021; Zbl 1479.91307) Full Text: DOI
Pitselis, Georgios Quantiles in a multi-stage nested classification credibility model. (English) Zbl 1455.91226 Eur. Actuar. J. 10, No. 2, 399-423 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Pitselis}, Eur. Actuar. J. 10, No. 2, 399--423 (2020; Zbl 1455.91226) Full Text: DOI
Pitselis, Georgios Multi-stage nested classification credibility quantile regression model. (English) Zbl 1446.91071 Insur. Math. Econ. 92, 162-176 (2020). MSC: 91G05 62P05 62G08 PDFBibTeX XMLCite \textit{G. Pitselis}, Insur. Math. Econ. 92, 162--176 (2020; Zbl 1446.91071) Full Text: DOI
Pitselis, Georgios Risk measures in a quantile regression credibility framework with Fama/French data applications. (English) Zbl 1394.91228 Insur. Math. Econ. 74, 122-134 (2017). MSC: 91B30 62J05 62P05 91G70 PDFBibTeX XMLCite \textit{G. Pitselis}, Insur. Math. Econ. 74, 122--134 (2017; Zbl 1394.91228) Full Text: DOI
Kremer, Erhard BAP and credibility. (English) Zbl 1320.91152 Bl., Dtsch. Ges. Versicherungsmath. 24, No. 1, 159-162 (1999). MSC: 91G40 62P05 PDFBibTeX XMLCite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 24, No. 1, 159--162 (1999; Zbl 1320.91152) Full Text: DOI
Young, Virginia R. Credibility using a loss function from spline theory: parametric models with a one-dimensional sufficient statistic. With discussion and a reply by the author. (English) Zbl 1081.62571 N. Am. Actuar. J. 2, No. 1, 101-117 (1998). MSC: 62P05 62F10 62B05 PDFBibTeX XMLCite \textit{V. R. Young}, N. Am. Actuar. J. 2, No. 1, 101--117 (1998; Zbl 1081.62571) Full Text: DOI
Goulet, Vincent A note on optimal parameter estimation under zero-excess assumptions. (English) Zbl 0912.62114 Insur. Math. Econ. 23, No. 2, 111-117 (1998). MSC: 62P05 PDFBibTeX XMLCite \textit{V. Goulet}, Insur. Math. Econ. 23, No. 2, 111--117 (1998; Zbl 0912.62114) Full Text: DOI
Young, Virginia R. Credibility using a loss function from spline theory. (English) Zbl 0929.62101 Scand. Actuarial J. 1997, No. 2, 160-185 (1997). MSC: 62P05 62C10 PDFBibTeX XMLCite \textit{V. R. Young}, Scand. Actuarial J. 1997, No. 2, 160--185 (1997; Zbl 0929.62101) Full Text: DOI
Neuhaus, Walther Balanced credibility estimation. (English) Zbl 0935.62119 Appl. Stochastic Models Data Anal. 11, No. 3, 217-230 (1995). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62P05 62F15 91B30 62G05 PDFBibTeX XMLCite \textit{W. Neuhaus}, Appl. Stochastic Models Data Anal. 11, No. 3, 217--230 (1995; Zbl 0935.62119) Full Text: DOI
Hürlimann, Werner Simple risk forecasts using credibility. (English) Zbl 0687.62088 Insur. Math. Econ. 7, No. 4, 251-259 (1988). Reviewer: A.Reich MSC: 62P05 PDFBibTeX XMLCite \textit{W. Hürlimann}, Insur. Math. Econ. 7, No. 4, 251--259 (1988; Zbl 0687.62088) Full Text: DOI
Mangold, Klaus-Peter Rekursive Schätzverfahren in der Kredibilitätstheorie. (Recursive estimation procedures in credibility theory). (German) Zbl 0653.62075 Bl., Dtsch. Ges. Versicherungsmath. 18, No. 1, 27-44 (1987). MSC: 62P05 PDFBibTeX XMLCite \textit{K.-P. Mangold}, Bl., Dtsch. Ges. Versicherungsmath. 18, No. 1, 27--44 (1987; Zbl 0653.62075) Full Text: DOI
de Vylder, F. Practical models in credibility theory, including parameter estimation. (English) Zbl 0527.62092 J. Econom. 23, 147-164 (1983). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder}, J. Econom. 23, 147--164 (1983; Zbl 0527.62092) Full Text: DOI
de Vylder, F. Estimation of IBNR claims by credibility theory. (English) Zbl 0504.62091 Insur. Math. Econ. 1, 35-40 (1982). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 1, 35--40 (1982; Zbl 0504.62091) Full Text: DOI
Zehnwirth, Ben Conditional linear Bayes rules for hierarchical models. (English) Zbl 0497.62031 Scand. Actuarial J. 1982, 143-154 (1982). MSC: 62F15 62P05 PDFBibTeX XMLCite \textit{B. Zehnwirth}, Scand. Actuarial J. 1982, 143--154 (1982; Zbl 0497.62031) Full Text: DOI
de Vylder, Florian; Sundt, Bjorn Constrained credibility estimators in the regression model. (English) Zbl 0496.62086 Scand. Actuarial J. 1982, 23-27 (1982). MSC: 62P05 62J05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{B. Sundt}, Scand. Actuarial J. 1982, 23--27 (1982; Zbl 0496.62086) Full Text: DOI
Sundt, Bjorn Recursive credibility estimation. (English) Zbl 0463.62093 Scand. Actuarial J. 1981, 3-21 (1981). MSC: 62P05 62L12 PDFBibTeX XMLCite \textit{B. Sundt}, Scand. Actuarial J. 1981, 3--21 (1981; Zbl 0463.62093) Full Text: DOI
Sundt, Bjorn A multi-level hierarchical credibility regression model. (English) Zbl 0432.62074 Scand. Actuarial J. 1980, 25-32 (1980). MSC: 62P05 PDFBibTeX XMLCite \textit{B. Sundt}, Scand. Actuarial J. 1980, 25--32 (1980; Zbl 0432.62074) Full Text: DOI
Zehnwirth, Benjamin Credibility and the Dirichlet process. (English) Zbl 0419.62087 Scand. Actuarial J. 1979, 13-23 (1979). MSC: 62P05 62G10 62C10 PDFBibTeX XMLCite \textit{B. Zehnwirth}, Scand. Actuarial J. 1979, 13--23 (1979; Zbl 0419.62087) Full Text: DOI
Sundt, Bjorn A hierarchical credibility regression model. (English) Zbl 0418.62087 Scand. Actuarial J. 1979, 107-114 (1979). MSC: 62P05 PDFBibTeX XMLCite \textit{B. Sundt}, Scand. Actuarial J. 1979, 107--114 (1979; Zbl 0418.62087) Full Text: DOI
Taylor, G. C. Credibility analysis of a general hierarchical model. (English) Zbl 0399.62105 Scand. Actuarial J. 1979, 1-12 (1979). MSC: 62P05 PDFBibTeX XMLCite \textit{G. C. Taylor}, Scand. Actuarial J. 1979, 1--12 (1979; Zbl 0399.62105) Full Text: DOI