More general credibility models.

MaRDI QIDQ3588858zbMATH OpenFDO

Authors Virginia Atanasiu

Publication date 10 September 2010

Full work available at URL https://eudml.org/doc/38071

zbMATH Keywords

approximating functionscontractsstructure parametersunbiased estimators

Mathematics Subject Classification ID

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

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(14)

• Non-linear regression in credibility theory
• Semiparametric credibility ratemaking using a piecewise linear prior.
• A seemingly unrelated regression model in a credibility framework.
• Credibility models in tariffication and reservation
• A general optimal approach to Bühlmann credibility theory
• Note on semi-linear credibility and structural interruption in the Bühlmann-Straub model
• The credibility estimation for collective models
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• Credibility ratemaking using collateral information
• Optimal approximating function
• On parameter estimation in hierarchical credibility
• scientific article; zbMATH DE number 3980322 (Why is no real title available?)
• Unique optimal function
• Credibility Using a Loss Function from Spline Theory

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