Concepedia

Credibility With Sparse Data

Credibility with Sparse Data is a methodological framework within credibility theory that quantifies the reliability of estimates or predictions when limited observational data are available, distinguished by its integration of prior knowledge and data-scarce adjustments to maintain statistical robustness.

7

Publications

110

Citations

18

Authors

6

Institutions

Publications per year

2017–2026

1

Parents

Publications

7

Exponential smoothing and credibility theory

Erhard Kremer · Insurance Mathematics and Economics · 1982 · 36 citations

, , +11

The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics. NBER Working Paper No. 15794.

Joshua D. Angrist, Jörn‐Steffen Pischke · National Bureau of Economic Research · 2010 · 16 citations

, , +10

Credibility using semiparametric models and a loss function with a constancy penalty

Virginia R. Young · Insurance Mathematics and Economics · 2000 · 15 citations

, , +11

Needles and straw in a haystack: robust empirical Bayes confidence for possibly sparse sequences

Eduard Belitser, Nurzhan Nurushev · arXiv (Cornell University) · 2015 · 12 citations · Full text

, , +16

Credibility Weighted Hazard Estimation

Jens Perch Nielsen, Bjørn Lunding Sandqvist · Astin Bulletin · 2000 · 11 citations · Full text

, , +17

1–5 of 7

Authors

18

  1. NN
    Nurzhan Nurushev

    Vrije Universiteit Amsterdam, Netherlands

    1 publications · 12 citations

    1

    h-index

  2. RW
    Ruyan Wang

    Chongqing University of Posts and Telecommunications, China

    1 publications · 10 citations

    1

    h-index

  3. EB
    Eduard Belitser

    Vrije Universiteit Amsterdam, Netherlands

    1 publications · 12 citations

    1

    h-index

  4. JD
    Joshua D. Angrist

    Massachusetts Institute of Technology, United States

    1 publications · 16 citations

    1

    h-index

  5. DW
    Dapeng Wu

    Chongqing University of Posts and Telecommunications, China

    1 publications · 10 citations

    1

    h-index

1–5 of 18

Institutions

6

  1. Universität Hamburg

    Hamburg, Germany

    1 h-index

    1 publications

    36 citations

  2. Chongqing University of Posts and Telecommunications

    Chongqing, China

    1 h-index

    3 publications

    30 citations

  3. IBM (United States)

    Armonk, United States

    1 h-index

    1 publications

    10 citations

  4. University of Illinois Urbana-Champaign

    Urbana, United States

    1 h-index

    5 publications

    50 citations

  5. Rensselaer Polytechnic Institute

    Troy, United States

    1 h-index

    1 publications

    10 citations

  6. University of Wisconsin–Madison

    Madison, United States

    1 h-index

    1 publications

    15 citations

1–6 of 6

Venues

  1. Insurance Mathematics and Economics

    2 publications · 51 citations

    2

    h-index

  2. National Bureau of Economic Research

    Repository · 1 publications · 16 citations

    1

    h-index

  3. Sensors

    1 publications · 10 citations

    1

    h-index

  4. Astin Bulletin

    1 publications · 11 citations

    1

    h-index

  5. arXiv (Cornell University)

    Repository · 1 publications · 12 citations

    1

    h-index

1–5