Balanced credibility estimation : 074040 (M31) Neuhaus W., University of Copenhagen, Denmark, Applied Stochastic Models and Data Analysis, Vol. 11, nr. 3, 1995, pp. 217–230

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 112 KB
• Volume: 17
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/s0167-6687(96)90086-4

✦ Synopsis

This paper shows how a multivariate credibility estimator should be adjusted to satisfy a linear balancing constraint.