Discover how credibility theory helps actuaries use historical data to estimate risks and set insurance premiums; learn how the Bayesian and Buhlmann methods relate.
The identities or bounds that relate information measures (e.g., the entropy and mutual information) and estimation measures (e.g., the minimum means square error ...
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter ...
Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.
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