Credibility theory based on trimming

DOI10.1016/j.insmatheco.2013.03.012zbMath1284.91245OpenAlexW2080642145MaRDI QIDQ2445989

Yongho Jeon, Joseph H. T. Kim

Publication date: 15 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.03.012

zbMATH Keywords

credibilitytrimmed meanrisk measureL-estimator

Mathematics Subject Classification ID

Related Items (10)

Characterizations of folded Student's \(t\) distribution ⋮ Risk measures in a quantile regression credibility framework with Fama/French data applications ⋮ Incorporating the Bühlmann credibility into mortality models to improve forecasting performances ⋮ Some inferences on the distribution of the Demmel condition number of complex Wishart matrices ⋮ A Bühlmann Credibility Approach to Modeling Mortality Rates ⋮ Characterizations of the distribution of the Demmel condition number of real Wishart matrices ⋮ ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS ⋮ A note on the characterizations of the distributions of the condition numbers of real Gaussian matrices ⋮ Satisficing credibility for heterogeneous risks ⋮ Evolutionary credibility risk premium

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