Sequential credibility evaluation for symmetric location claim distributions

DOI10.1016/S0167-6687(99)00004-9MaRDI QIDQ1302133zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 4070022 (Why is no real title available?)
• scientific article; zbMATH DE number 4082773 (Why is no real title available?)
• scientific article; zbMATH DE number 1253515 (Why is no real title available?)
• scientific article; zbMATH DE number 1043533 (Why is no real title available?)
• scientific article; zbMATH DE number 1128584 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• A Stochastic Approximation Method
• A multivariate generalization of the power exponential family of distributions
• A note on regions for tests of kurtosis
• Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
• Conjugate priors for exponential families
• Credibility evaluation for the exponential dispersion family
• Exponential Dispersion Models and Extensions: A Review
• Exponential dispersion models and credibility
• Maximum likelihood estimation and large-sample inference for generalized linear and nonlinear regression models
• Robust Statistics

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
• A new approach to the credibility formula
• Principal Applications of Bayesian Methods in Actuarial Science
• 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)