The credibility estimation for collective models

MaRDI QIDQ2860262zbMATH OpenFDO

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)

zbMATH Keywords

collective risk modelconsistencyestimatorcredibility premium

Mathematics Subject Classification ID

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

Recommendations

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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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