Large claims in credibility
From MaRDI portal
Publication:3984201
DOI10.1007/BF02808800zbMath0738.62097MaRDI QIDQ3984201
Publication date: 27 June 1992
Published in: Blätter der DGVFM (Search for Journal in Brave)
outliers; L-estimators; M-estimators; credibility theory; robust estimation; regression model; large claims; experience rating; Buehlmann- Straub model
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F35: Robustness and adaptive procedures (parametric inference)
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Cites Work
- Practical models in credibility theory, including parameter estimation
- On robust premium principles
- An unbayesed approach to credibility
- On the robustness of premium principles
- On optimal parameter estimation in credibility
- Empirical Bayes credibility
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