A general optimal approach to Bühlmann credibility theory (Q2138632)
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scientific article; zbMATH DE number 7525961
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general optimal approach to Bühlmann credibility theory |
scientific article; zbMATH DE number 7525961 |
Statements
A general optimal approach to Bühlmann credibility theory (English)
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12 May 2022
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asymptotic and finite-sample optimal weights
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heavy-tailed claims distributions
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leading-terms approximation
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minimum mean squared error
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multiple non-linear credibility estimators
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prediction
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0.8621904850006104
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0.8505182266235352
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0.8404983878135681
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0.8347606658935547
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0.8296701312065125
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