Large claims in credibility
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Publication:3984201
DOI10.1007/BF02808800zbMATH Open0738.62097MaRDI QIDQ3984201FDOQ3984201
Authors: Erhard Kremer 
Publication date: 27 June 1992
Published in: Blätter der DGVFM (Search for Journal in Brave)
Recommendations
- Applying robust scale \(M\)-estimators to compute creditability premiums in the large claim case.
- Robust Bayesian Experience Rating
- Robust regression credibility: The influence function approach
- Robust and efficient methods for credibility when claims are approximately gamma-distributed
- A review on robust estimators applied to regression credibility
outliersregression modelrobust estimationM-estimatorscredibility theorylarge claimsL-estimatorsexperience ratingBuehlmann- Straub model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- On optimal parameter estimation in credibility
- Empirical Bayes credibility
- Practical models in credibility theory, including parameter estimation
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- On robust premium principles
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- An unbayesed approach to credibility
- On the robustness of premium principles
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Cited In (10)
- Dynamic credibility with outliers and missing observations
- Robust Bayesian Experience Rating
- Modeling large claims in non-life insurance
- Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality
- Applying robust scale \(M\)-estimators to compute creditability premiums in the large claim case.
- Robust and efficient methods for credibility when claims are approximately gamma-distributed
- Robust regression credibility: The influence function approach
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
- Propaganda and credulity
- A review on robust estimators applied to regression credibility
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