On choice of statistics in credibility estimation
- 1 July 1979
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1979 (2-3) , 115-123
- https://doi.org/10.1080/03461238.1979.10413716
Abstract
The question on what statistics to base our credibility estimators, is discussed in a general model. We introduce concepts of sufficiency, completeness, θ-sufficiency, and θ-completeness that are useful in this connection, and use methods of Rao-Blackwell type. Some of the present results are closely related to results by Taylor (1977).Keywords
This publication has 3 references indexed in Scilit:
- A hierarchical credibility regression modelScandinavian Actuarial Journal, 1979
- Abstract credibilityScandinavian Actuarial Journal, 1977
- Theoretical StatisticsPublished by Springer Nature ,1974