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Benjamin Zehnwirth

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Risk (Insurance)Credibility mean is proper BayesBenjamin Zehnwirth

Credibility mean is proper Bayes

Benjamin Zehnwirth · Macquarie University, School of Economic & Financial Studies

Sayfa sayısı yok · 1977

Bayesian statistical decision theory / Nonparametric statistics / Risk (Insurance)

RiskCredibility and the Dirichlet processBenjamin Zehnwirth

Credibility and the Dirichlet process

Benjamin Zehnwirth · School of Economic and Financial Studies, Macquarie University

20 sayfa · 1978

Bayesian statistical decision theory / Mathematical models / Risk

Credibility theory (Insurance)Credibility theoryBenjamin Zehnwirth

Credibility theory

Benjamin Zehnwirth · Macquarie University, School of Economic and Financial Studies

19 sayfa · 1982

Credibility theory (Insurance)

Risk (Insurance)The credible distribution function is an admissible bayes ruleBenjamin Zehnwirth

The credible distribution function is an admissible bayes rule

Benjamin Zehnwirth · Macquarie University

13 sayfa · 1977

Bayesian statistical decision theory / Distribution (Probability theory) / Nonparametric statistics / Risk (Insurance)

Stochastic processesA generalization of the Kalman filter based on Gauss-Markov theoryBenjamin Zehnwirth

A generalization of the Kalman filter based on Gauss-Markov theory

Benjamin Zehnwirth · School of Economic and Financial Studies, Macquarie University

14 sayfa · 1982

Estimation theory / Kalman filtering / Stochastic processes

Statistical decisionInvariant least favourable distributionsBenjamin Zehnwirth

Invariant least favourable distributions

Benjamin Zehnwirth · School of Economic and Financial Studies, Macquarie University

22 sayfa · 1975

Bayesian statistical decision theory / Distribution (Probability theory) / Statistical decision

Rational expectations (Economic theory)A Kalman filter approach to the theory of expectationsBenjamin Zehnwirth

A Kalman filter approach to the theory of expectations

Benjamin Zehnwirth · Macquarie University, School of Economic and Financial Studies

11 sayfa · 1985

Bayesian statistical decision theory / Rational expectations (Economic theory)

System analysisA linear filtering theory approach to recursive credibility estimationBenjamin Zehnwirth

A linear filtering theory approach to recursive credibility estimation

Benjamin Zehnwirth · Macquarie University, School of Economic and Financial Studies

27 sayfa · 1983

Estimation theory / Kalman filtering / System analysis

Statistical decisionA short note on a fixed point approach to the generalised Hunt-Stein theoremBenjamin Zehnwirth

A short note on a fixed point approach to the generalised Hunt-Stein theorem

Benjamin Zehnwirth · Macquarie University

Sayfa sayısı yok · 1977

Fixed point theory / Statistical decision

Estimation theoryA short note on the asymptotic optimality of the empirical Bayes distribution functionBenjamin Zehnwirth

A short note on the asymptotic optimality of the empirical Bayes distribution function

Benjamin Zehnwirth · School of Economic and Financial Studies, Macquarie University

Sayfa sayısı yok · 1979

Bayesian statistical decision theory / Estimation theory

Statistical decisionW*-compactness of the class of sub-statistical decision rules with applications to the generalised Hunt-Stein theoremBenjamin Zehnwirth

W*-compactness of the class of sub-statistical decision rules with applications to the generalised Hunt-Stein theorem

Benjamin Zehnwirth · Macquarie University, School of Economic & Financial Studies

26 sayfa · 1977

Banach spaces / Bilinear forms / Statistical decision

Statistical decisionWeak*-compactness of the class of sub-statistical decision rules with applications to the minimax theorem and the Hunt-Stein theoremBenjamin Zehnwirth

Weak*-compactness of the class of sub-statistical decision rules with applications to the minimax theorem and the Hunt-Stein theorem

Benjamin Zehnwirth · School of Economic and Financial Studies, Macquarie University

25 sayfa · 1975

Banach spaces / Bilinear forms / Maxima and minima / Statistical decision