Non-linear regression in credibility theory

Let X be a random vector with distribution depending on a parameter treated as a random variable ?. The usual linear regression assumption is that E(X|?) can be displayed in the form yβ(?) where y is a fixed design matrix and β(?) an unknown vector. In the present paper we assume that E(X|?) is a rather arbitrary function ?(β(?)) of the unknown vector β(?) and we derive credibility approximations for β(?).