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On asymptotic optimality in empirical Bayes credibility

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  • Mashayekhi, Mostafa

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  • Mashayekhi, Mostafa, 2002. "On asymptotic optimality in empirical Bayes credibility," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 285-295, October.
    • Handle: RePEc:eee:insuma:v:31:y:2002:i:2:p:285-295
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    Cited by:

    1. Verschuren, Robert Matthijs, 2022. "Frequency-severity experience rating based on latent Markovian risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 379-392.
    2. Pitselis, Georgios, 2013. "Pure robust versus robust portfolio unbiased—Credibility and asymptotic optimality," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 391-403.

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