Sequential credibility evaluation for symmetric location claim distributions

DOI10.1016/S0167-6687(99)00004-9zbMATH Open1069.62554OpenAlexW2016577982MaRDI QIDQ1302133FDOQ1302133

Authors: Zinoviy Landsman, Udi E. Makov 

Publication date: 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00004-9

Recommendations

• A new approach to the credibility formula
• On Stochastic Approximation and Credibility
• On credibility evaluation and the tail area of the exponential dispersion family
• Credibility Using a Loss Function from Spline Theory

zbMATH Keywords

claim distributionexponential power familygeneralized sequential credibility formulageneralized student-\(t\) familylinear credibilitystepwise optimal gain sequence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential estimation (62L12)

Cites Work

• Title not available (Why is that?)
• Robust Statistics
• Conjugate priors for exponential families
• Title not available (Why is that?)
• A Stochastic Approximation Method
• Title not available (Why is that?)
• A multivariate generalization of the power exponential family of distributions
• Exponential Dispersion Models and Extensions: A Review
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Exponential dispersion models and credibility
• Maximum likelihood estimation and large-sample inference for generalized linear and nonlinear regression models
• Credibility evaluation for the exponential dispersion family
• A note on regions for tests of kurtosis
• Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions

Cited In (7)

• Credibility theory: A new view from the theory of second order optimal statistics.
• On credibility evaluation and the tail area of the exponential dispersion family
• A nonparametric sequential learning procedure for estimating the pure premium
• Principal Applications of Bayesian Methods in Actuarial Science
• A new approach to the credibility formula
• Sequential Quasi-Credibility for Scale Dispersion Models
• Tail Conditional Expectations for Elliptical Distributions

This page was built for publication: Sequential credibility evaluation for symmetric location claim distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1302133)