The credibility estimation for collective models

zbMATH Open1289.62126MaRDI QIDQ2860262FDOQ2860262

Authors: Jing Fang, Yi Zhang, Limin Wen 

Publication date: 19 November 2013

Published in: Journal of Jiangxi Normal University. Natural Science Edition (Search for Journal in Brave)

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zbMATH Keywords

collective risk modelconsistencyestimatorcredibility premium

Mathematics Subject Classification ID

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

Cited In (8)

• Credibility pseudo-estimators
• The use of collective methods for improving the generalizing ability of prediction methods
• Optimal credibility estimation of random parameters in hierarchical random effect linear model
• Asymptotic normality of nonparametric estimate for zero-utility premiums
• Maximum-likelihood and marginal-sum estimation in some particular collective models
• The credibility estimator of the generalized weighted premium with multitude contracts
• Probability, credibility theory and statistics
• Multidimensional credibility: a new approach based on joint distribution function

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