Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207): Difference between revisions
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Revision as of 07:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective |
scientific article |
Statements
Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (English)
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1 August 2011
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adaptive robust-efficient estimation
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asymmetric heavy-tailed residuals
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credibility ratemaking
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mixed linear model
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treatment of excess claims
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