Parameter Estimation in Credibility Theory

Theory of Parameter Estimation

0. Introduction and summary. The analysis of data from the gravitational-wave detectors that are currently under construction in several countries will be a challenging problem. The reason is that gravitational-vawe signals are expected to be extremely weak and often very rare. Therefore it will be of great importance to implement optimal statistical methods to extract all possible information ...

An application of nonparametric regression estimation in credibility theory

In this paper, we use the nonparametric regression method to establish estimators for credibility premiums under some principles of premium calculation. The asymptotic properties of the estimators are studied. © 2000 Elsevier Science B.V. All rights reserved.

Credibility Theory

This survey of actuarial credibility theory traces its origins, describes its evolutionary history, gives an account of its main issues and results, and assesses its merits with a view to related work in statistical science. Key-words: Experience rating, limited fluctuation theory, greatest accuracy theory, Bayes, linear Bayes, empirical Bayes, hierarchical models, Hilbert space methods, recurs...

Elimination Theory for Nonlinear Parameter Estimation

A Theory of Credibility

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