Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality
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Publication:2442542
DOI10.1016/j.insmatheco.2013.01.008zbMath1284.91264OpenAlexW1971045073MaRDI QIDQ2442542
Publication date: 3 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.01.008
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Cites Work
- Robust regression credibility: The influence function approach
- Credibility evaluation for the exponential dispersion family
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