LEPADATU, Gheorghe; ATANASIU, Virginia; BACIU, Iacob Emanuel - In: Romanian Statistical Review Supplement 60 (2012) 1, pp. 250-259
In this paper, we give the mathematical theory of the hierarchical credibility model, which consists of a portfolio of contracts, for homogeneous linear credibility estimators. The theorem obtained (see section 1) shows that this happens to give the optimal unbiased homogeneous liniarized...