Robust-efficient credibility models with heavy-tailed claims : a mixed linear models perspective
Harald Dornheim; Vytaras Brazauskas
| Year of publication: |
2011
|
|---|---|
| Authors: | Dornheim, Harald ; Brazauskas, Vytaras |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 1, p. 72-84
|
| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Glaubwürdigkeit | Credibility | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008839759