A general optimal approach to Bühlmann credibility theory (Q2138632)
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English | A general optimal approach to Bühlmann credibility theory |
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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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