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Statistical Decision Problems And Linear Prediction Under Vague Prior Information

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  • Schmidt Klaus D.

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  • Schmidt Klaus D., 2000. "Statistical Decision Problems And Linear Prediction Under Vague Prior Information," Statistics & Risk Modeling, De Gruyter, vol. 18(4), pages 429-442, April.
    • Handle: RePEc:bpj:strimo:v:18:y:2000:i:4:p:429-442:n:5
    DOI: 10.1524/strm.2000.18.4.429
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    References listed on IDEAS

    as
    1. Schmidt, Klaus D., 1990. "Convergence of Bayes and Credibility Premiums," ASTIN Bulletin, Cambridge University Press, vol. 20(2), pages 167-172, November.
    2. Eichenauer, Jurgen & Lehn, Jurgen & Rettig, Stefan, 1988. "A gamma-minimax result in credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 7(1), pages 49-57, January.
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    Cited by:

    1. Klaus Schmidt, 2012. "Loss prediction based on run-off triangles," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 265-310, June.

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