Sequential credibility evaluation for symmetric location claim distributions

DOI10.1016/S0167-6687(99)00004-9zbMath1069.62554MaRDI QIDQ1302133

Udi E. Makov, Zinoviy Landsman

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

zbMATH Keywords

claim distribution; exponential power family; generalized sequential credibility formula; generalized student-\(t\) family; linear credibility; stepwise optimal gain sequence

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62L12: Sequential estimation

Related Items

Tail Conditional Expectations for Elliptical Distributions, Principal Applications of Bayesian Methods in Actuarial Science, Credibility theory: A new view from the theory of second order optimal statistics., A nonparametric sequential learning procedure for estimating the pure premium

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