Hereditarity of potential matrices and positive affine prediction of nonnegative risks from mixture models

DOI10.1080/03461238.2021.2020892zbMath1505.91339OpenAlexW4206083509MaRDI QIDQ5042784

Jean Pinquet

Publication date: 26 October 2022

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2021.2020892

zbMATH Keywords

diagonal dominancehereditaritypotential matricesLevinson-Durbin recursionlacunary historiespositive credibility predictors

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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