A general optimal approach to Bühlmann credibility theory
Yujie Yan, Kai-Sheng Song
| 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
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| 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 | Mathematische Optimierung | Mathematical programming | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013264957