scientific article; zbMATH DE number 3714794

MaRDI QIDQ3906296zbMATH OpenFDO

Authors Alois Gisler

Publication date 1980

zbMATH Keywords

credibility modeloptimum trimming of data

Mathematics Subject Classification ID

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

Cited in

(7)

• On robust premium principles
• Credibility theory based on winsorizing
• Satisficing credibility for heterogeneous risks
• Robust regression credibility: The influence function approach
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
• Experience rating under weighted squared error loss
• Large claims in credibility

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