successfully adopted to credibility theory in the actuarial literature. The objective of this work is to develop robust and … ratemaking. In this paper, we consider classical credibility models that can be embedded within the framework of mixed linear … efficient methods for credibility when heavy-tailed claims are approximately log-location-scale distributed. To accomplish that …

Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model … of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming …

employment when the monetary authority lacks credibility; nevertheless, the benefits of disinflation still exceed the costs …

The objective of this paper is to extend the results on Pseudo Maximum Likelihood (PML) theory derived in Gourieroux …(1984) to PML4 and QGPML2 methods, respectively. An asymptotic theory is developed which shows, in particular, that the …