Credibility using semiparametric models and a loss function with a constancy penalty

DOI10.1016/S0167-6687(99)00048-7zbMath1103.91378MaRDI QIDQ1584512

Virginia R. Young

Publication date: 2000

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

zbMATH Keywords

Bayesian estimationKernel density estimationClaim estimation

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (5)

Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims ⋮ Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model ⋮ Semiparametric credibility ratemaking using a piecewise linear prior. ⋮ Principal Applications of Bayesian Methods in Actuarial Science ⋮ A generalization of the credibility theory obtained by using the weighted balanced loss function

Cites Work

• Approximation Theorems of Mathematical Statistics
• Robust Bayesian Credibility Using Semiparametric Models
• Credibility in Favor of Unlucky Insureds
• Credibility Using a Loss Function from Spline Theory
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