The jackknife and the variance part of the credibility premium |
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Authors: | Benjamin Zehnwirth |
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Affiliation: | Statistics Department , Macquarie University , North Ryde , N.S.W. , 2113 , Australia |
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Abstract: | Introduction and summary Much of the recent literature in credibility theory has concentrated on the expected value part of Bühlmann's (1970) decomposition of the credibility premium. The expected value part is the Bayes rule for the mean relative to squared error loss and its linearization does not present any problems in terms of estimating the so-called structural parameters. |
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