Credibility Using a Loss Function from Spline Theory

DOI10.1080/10920277.1998.10595681zbMath1081.62571OpenAlexW2319048431MaRDI QIDQ5718276

Virginia R. Young

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.1998.10595681

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Sufficient statistics and fields (62B05)

Related Items (6)

A general optimal approach to Bühlmann credibility theory ⋮ Credibility theory: A new view from the theory of second order optimal statistics. ⋮ On the consistency of credibility premiums regarding Esscher principle ⋮ Credibility in Favor of Unlucky Insureds ⋮ Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation ⋮ Credibility using semiparametric models and a loss function with a constancy penalty

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Approximation of least squares regression on nested subspaces
• A practical guide to splines
• Asymptotic analysis of penalized likelihood and related estimators
• Constrained credibility estimators in the regression model
• Geometrical credibility
• Abstract credibility
• Credibility using a loss function from Spline theory

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