Experience rating under weighted squared error loss
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Publication:4859998
DOI10.1007/BF02808267zbMath0836.62092MaRDI QIDQ4859998
Matthias Timpel, Klaus D. Schmidt
Publication date: 6 May 1996
Published in: Blätter der DGVFM (Search for Journal in Brave)
distribution-free; credibility premiums; asymptotic optimality; conditional distribution; weighted squared error loss; experience rating; claim amounts; Bayes premiums
62P05: Applications of statistics to actuarial sciences and financial mathematics
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