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

DOI10.1016/S0167-6687(99)00048-7zbMATH Open1103.91378MaRDI QIDQ1584512FDOQ1584512

Authors: Virginia R. Young 

Publication date: 2000

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

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zbMATH Keywords

Bayesian estimationKernel density estimationClaim estimation

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (10)

• Parameter estimation in some credibility models
• Computing Bayesian bonus-malus premium distinguishing among different multiple types of claims
• Semiparametric credibility ratemaking using a piecewise linear prior.
• A generalization of the credibility theory obtained by using the weighted balanced loss function
• Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
• Principal Applications of Bayesian Methods in Actuarial Science
• Robust Bayesian Credibility Using Semiparametric Models
• Semilinear credibility with several approximating functions
• Credibility Using a Loss Function from Spline Theory
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective

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