A general optimal approach to Bühlmann credibility theory
Year of publication: |
2022
|
---|---|
Authors: | Yan, Yujie ; Song, Kai-Sheng |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 262-282
|
Subject: | Asymptotic and finite-sample optimal weights | Heavy-tailed claims distributions | Leading-terms approximation | Minimum mean squared error | Multiple non-linear credibility estimators | Prediction | Schätztheorie | Estimation theory | Glaubwürdigkeit | Credibility | Statistische Verteilung | Statistical distribution |
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