de Vylder, F. Practical models in credibility theory, including parameter estimation. (English) Zbl 0527.62092 J. Econom. 23, 147-164 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 3 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics Keywords:credibility theory; parameter estimation; regression model; Hilbert space; time-homogeneous models; scalar credibility weights; multiplicative model Citations:Zbl 0354.62057 PDFBibTeX XMLCite \textit{F. de Vylder}, J. Econom. 23, 147--164 (1983; Zbl 0527.62092) Full Text: DOI References: [1] Bühlmann, H., Experience rating and credibility, ASTIN Bulletin, 4, 199-207 (1967) [2] Bühlmann, H.; Straub, E., Glaubwürdigkeit für Schadensätze, Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker, 11-133 (1970) · Zbl 0197.46502 [3] De Vylder, F., Geometrical credibility, Scandinavian Actuarial Journal, 121-149 (1976) · Zbl 0345.62082 [4] De Vylder, F., Regression model with scalar credibility weights, Mitteilungen der Vereinigung Schweizerischer Versicherungs-Mathematiker (1981) · Zbl 0504.62093 [5] De Vylder, F., Estimation of IBNR claims by credibility theory, Insurance: Mathematics and Economics (1982) · Zbl 0504.62091 [6] De Vylder, F., Practical credibility theory with emphasis on optimal parameter estimation, ASTIN Bulletin (1983), forthcoming · Zbl 0527.62092 [7] De Vylder, F.; Sundt, B., Constrained credibility estimators in the regression model, Scandinavian Actuarial Journal (1983), forthcoming [8] Hachemeister, C. A., Credibility for regression models with application to trend, (Kahn, P. M., Credibility: Theory and applications (1975), Academic Press: Academic Press New York) · Zbl 0354.62057 [9] Kahn, P. M., Credibility: Theory and applications (1975), Academic Press: Academic Press New York · Zbl 0324.00027 [10] Norberg, R., The credibility approach to experience rating, Scandinavian Actuarial Journal, 181-221 (1979) · Zbl 0424.62071 [11] Norberg, R., Empirical Bayes crebility, Scandinavian Actuarial Journal, 177-194 (1980) · Zbl 0447.62107 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.