Balanced credibility estimation

Walther Neuhaus

Applied Stochastic Models and Data Analysis, 1995, vol. 11, issue 3, 217-230

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

Date: 1995
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https://doi.org/10.1002/asm.3150110304

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:11:y:1995:i:3:p:217-230

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