Similar Search Results

A general optimal approach to Bühlmann credibility theory

Yan, Yujie; Song, Kai-Sheng - In: Insurance / Mathematics & economics 104 (2022), pp. 262-282

Persistent link: https://www.econbiz.de/10013264957

Positivity properties of the ARFIMA specifications and credibility analysis of frequency risks

Pinquet, Jean - In: Insurance / Mathematics & economics 95 (2020), pp. 159-165

Persistent link: https://www.econbiz.de/10012419278

Quantile credibility models with common effects

Wang, Wei; Wen, Limin; Yang, Zhixin; Yuan, Quan - In: Risks : open access journal 8 (2020) 4/100, pp. 1-10

Different from classical Bühlmann and Bühlmann Straub credibility models in which independence between different risks … quantile credibility premium with common effects. Our result is the generalization of existing results in credibility theory …. Both quantile credibility model proposed by Pitselis (2013) and credibility premium for models with dependence induced by …

Persistent link: https://www.econbiz.de/10012373010

Poisson models with dynamic random effects and nonnegative credibilities per period

Pinquet, Jean - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 585-618

Persistent link: https://www.econbiz.de/10012243387

On the credibility of insurance claim frequency : generalized count models and parametric estimators

Asamoah, Kwadwo - In: Insurance / Mathematics & economics 70 (2016), pp. 339-353

Persistent link: https://www.econbiz.de/10011597320

Credibility pseudo-estimators

Rosenlund, Stig - In: Scandinavian actuarial journal (2018) 9, pp. 770-791

Persistent link: https://www.econbiz.de/10011939743

Regression tree credibility model

Diao, Liqun; Weng, Chengguo - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 2, pp. 169-196

Persistent link: https://www.econbiz.de/10012180615

Risk measures in a quantile regression credibility framework with Fama/French data applications

Pitselis, Georgios - In: Insurance / Mathematics & economics 74 (2017), pp. 122-134

Persistent link: https://www.econbiz.de/10011712415

Pure robust versus robust portfolio unbiased : credibility and asymptotic optimality

Pitselis, Georgios - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 391-403

Persistent link: https://www.econbiz.de/10009736094

Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors

Hong, Liang; Martin, Ryan - In: Scandinavian actuarial journal 2020 (2020) 7, pp. 634-649

Persistent link: https://www.econbiz.de/10012313718