Credibility Using a Loss Function from Spline Theory

DOI10.1080/10920277.1998.10595681MaRDI QIDQ5718276zbMATH OpenOpenAlexFDO

Authors Virginia R. Young

Publication date 13 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.1998.10595681

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sufficient statistics and fields (62B05)

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Cites work

• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 3537179 (Why is no real title available?)
• scientific article; zbMATH DE number 638178 (Why is no real title available?)
• scientific article; zbMATH DE number 3222151 (Why is no real title available?)
• A practical guide to splines
• Abstract credibility
• Approximation of least squares regression on nested subspaces
• Asymptotic analysis of penalized likelihood and related estimators
• Constrained credibility estimators in the regression model
• Credibility using a loss function from Spline theory
• Geometrical credibility
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(10)

• Sample Size Determination for Credibility Estimation
• Credibility theory: A new view from the theory of second order optimal statistics.
• A maximum-entropy approach to the linear credibility formula
• Credibility in Favor of Unlucky Insureds
• Semiparametric credibility ratemaking using a piecewise linear prior.
• Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
• Credibility using semiparametric models and a loss function with a constancy penalty
• scientific article; zbMATH DE number 2148144 (Why is no real title available?)
• A general optimal approach to Bühlmann credibility theory
• On the consistency of credibility premiums regarding Esscher principle

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