Pitselis, Georgios - In: Risks : open access journal 12 (2024) 1, pp. 1-27
functions can be embedded within Bühlmann's and Straub's credibility model. The optimal projection theorem is applied for … credibility estimation and more insight into the derivation of the credibility distribution estimators is also provided. In … addition, distribution credibility estimators are established and numerical illustrations are presented herein. Two examples of …