Credibility using semiparametric models and a loss function with a constancy penalty

DOI10.1016/S0167-6687(99)00048-7MaRDI QIDQ1584512zbMATH OpenFDO

Authors Virginia R. Young

Publication date 2000

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

Full work available at URL https://doi.org/10.1016/S0167-6687(99)00048-7

zbMATH Keywords

Bayesian estimationClaim estimationKernel density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Credibility in Favor of Unlucky Insureds
• Credibility Using a Loss Function from Spline Theory
• scientific article; zbMATH DE number 4065769 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• scientific article; zbMATH DE number 3362917 (Why is no real title available?)
• Numerical methods for two-point boundary-value problems. With two new appendices of additional material by the author
• Robust Bayesian Credibility Using Semiparametric Models

Cited in

(12)

• Semilinear credibility with several approximating functions
• Semiparametric credibility ratemaking using a piecewise linear prior.
• Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
• Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
• Parameter estimation in some credibility models
• Robust Bayesian Credibility Using Semiparametric Models
• Credibility using a loss function from Spline theory
• scientific article; zbMATH DE number 7266419 (Why is no real title available?)
• Principal Applications of Bayesian Methods in Actuarial Science
• Credibility Using a Loss Function from Spline Theory
• A generalization of the credibility theory obtained by using the weighted balanced loss function

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