Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207)
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scientific article; zbMATH DE number 5934628
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| English | Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective |
scientific article; zbMATH DE number 5934628 |
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Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (English)
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1 August 2011
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adaptive robust-efficient estimation
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asymmetric heavy-tailed residuals
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credibility ratemaking
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mixed linear model
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treatment of excess claims
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0.8804521
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0.8770107
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0.87239265
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0.8666254
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0.8648709
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0.8597535
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