Hostname: page-component-76c49bb84f-c7tcl Total loading time: 0 Render date: 2025-07-10T13:21:06.219Z Has data issue: false hasContentIssue false
  • English
  • Français

Unbayesed Credibility Revisited

Published online by Cambridge University Press:  29 August 2014

Ragnar Norberg
Ragnar Norberg*
Affiliation:
University of Oslo, Norway
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

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 credibilityprinciples of statistical decisions

Information

Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 15 , Issue 1 , April 1985 , pp. 37 - 43
Copyright
Copyright © International Actuarial Association 1985

References

Berger, J. O. (1976) Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss. Annals of Statistics 4, 223–226.CrossRefGoogle Scholar
Efron, B. and Morris, C. (1973) Stein's Estimation Rule and its Competitors—An Empirical Bayes Approach. Journal of the American Statistical Association 68, 117–130.Google Scholar
Gerber, H. U. (1982) An Unbayesed Approach to Credibility. Insurance: Mathematics & Economics 1, 271–276.Google Scholar
James, W. and Stein, C. (1961) Estimation with Quadratic Loss. Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability 1, 361–379. Univ. of California Press.Google Scholar
Neyman, J. (1954) Current Problems of Mathematical Statistics. Proceedings of the International Congress of Mathematicians, Amsterdam 1954, Vol. 1.Google Scholar
Norberg, R. (1983) An Unbased Approach to Credibility, Statistical research report No. 1, 1983. Institute of Mathematics, University of Oslo.Google Scholar
Stein, C. (1956) Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution. Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability 1, 361–379. Univ. of California Press.Google Scholar