Benjamin Zehnwirth

• A generalization of the Kalman filter based on Gauss-Markov theory
• A Kalman filter approach to the theory of expectations
• A linear filtering theory approach to recursive credibility estimation
• A short note on a fixed point approach to the generalised Hunt-Stein theorem
• A short note on the asymptotic optimality of the empirical Bayes distribution function
• Credibility and the Dirichlet process
• Credibility mean is proper Bayes
• Credibility theory
• Invariant least favourable distributions
• The credible distribution function is an admissible bayes rule
• W*-compactness of the class of sub-statistical decision rules with applications to the generalised Hunt-Stein theorem
• Weak*-compactness of the class of sub-statistical decision rules with applications to the minimax theorem and the Hunt-Stein theorem