Credibility using a loss function from Spline theory

DOI10.1080/03461238.1997.10413985MaRDI QIDQ4367770zbMATH OpenOpenAlexFDO

Authors Virginia R. Young

Publication date 31 January 2000

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1997.10413985

zbMATH Keywords

credibility estimationspline theory

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• 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
• Geometrical credibility
• scientific article; zbMATH DE number 3120401 (Why is no real title available?)
• scientific article; zbMATH DE number 53647 (Why is no real title available?)
• scientific article; zbMATH DE number 107531 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3109695 (Why is no real title available?)
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(11)

• Credibility theory: A new view from the theory of second order optimal statistics.
• Semiparametric credibility ratemaking using a piecewise linear prior.
• Credibility using semiparametric models and a loss function with a constancy penalty
• A general optimal approach to Bühlmann credibility theory
• Quantile credibility models
• Optimal approximating function
• Equity and Exact Credibility
• Credibility in Favor of Unlucky Insureds
• Credibility Using a Loss Function from Spline Theory
• A new approach to the credibility formula
• On the consistency of credibility premiums regarding Esscher principle

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