A general optimal approach to Bühlmann credibility theory (Q2138632)

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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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