Sequential credibility evaluation for symmetric location claim distributions

DOI10.1016/S0167-6687(99)00004-9zbMath1069.62554OpenAlexW2016577982MaRDI QIDQ1302133

Udi E. Makov, Zinoviy Landsman

Publication date: 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00004-9

zbMATH Keywords

claim distributionexponential power familygeneralized sequential credibility formulageneralized student-\(t\) familylinear credibilitystepwise optimal gain sequence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential estimation (62L12)

Related Items (4)

A nonparametric sequential learning procedure for estimating the pure premium ⋮ Credibility theory: A new view from the theory of second order optimal statistics. ⋮ Tail Conditional Expectations for Elliptical Distributions ⋮ Principal Applications of Bayesian Methods in Actuarial Science

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Conjugate priors for exponential families
• Credibility evaluation for the exponential dispersion family
• Maximum likelihood estimation and large-sample inference for generalized linear and nonlinear regression models
• Exponential Dispersion Models and Extensions: A Review
• Exponential dispersion models and credibility
• Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
• A multivariate generalization of the power exponential family of distributions
• A note on regions for tests of kurtosis
• A Stochastic Approximation Method
• Robust Statistics

This page was built for publication: Sequential credibility evaluation for symmetric location claim distributions