Abstract
The unbayesed credibility procedure proposed by Gerber is revisited. Its performance is discussed, connections are drawn to earlier literature, and some possible ideas of generalizations are investigated (and found fruitless).
Keywords: Unbayesed credibility, principles of statistical decisions.
Volume
15:1
Page
37-43
Year
1985
Categories
Financial and Statistical Methods
Statistical Models and Methods
Decision Methods
Financial and Statistical Methods
Credibility
Publications
ASTIN Bulletin