Confidence intervals of the premiums of optimal bonus malus systems
Year of publication: |
February-June 2018
|
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Authors: | Karlis, Dimitris ; Tzougas, George ; Frangos, Nicholas |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 2, p. 129-144
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Subject: | Optimal BMS | nonparametric maximum likelihood | asymptotic normality | Wald-type two-sided confidence intervals | Efron percentile bootstrap confidence intervals | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik | Statistical inference |
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