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Practical models in credibility theory, including parameter estimation. (English) Zbl 0527.62092


MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics

Citations:

Zbl 0354.62057
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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
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