Credibility estimators with dependence structure over risks and time under balanced loss function

DOI10.1111/stan.12125zbMath1527.62081OpenAlexW2790371454WikidataQ130151693 ScholiaQ130151693MaRDI QIDQ6089169

Unnamed Author, Unnamed Author

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12125

zbMATH Keywords

orthogonal projectiondependence structurebalanced loss functioncredibility estimatorBühlmann model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• The credibility models with equal correlation risks
• A generalization of the credibility theory obtained by using the weighted balanced loss function
• The credibility premiums for models with dependence induced by common effects
• Decision theoretic foundations of credibility theory
• A longitudinal data analysis interpretation of credibility models
• Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
• On estimation with balanced loss functions
• Estimation of a normal mean relative to balanced loss functions
• Linear models. Least squares and alternatives
• Constrained Bayes and empirical Bayes estimation under random effects normal ANOVA model with balanced loss function
• Claim dependence with common effects in credibility models
• A course in credibility theory and its applications
• Claim Dependence Induced by Common Effects in Hierarchical Credibility Models
• The Credibility Estimator with General Dependence Structure Over Risks
• Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions
• Exponential dispersion models and credibility
• Dependence in Dynamic Claim Frequency Credibility Models
• Credibility Using Copulas
• Case Studies Using Panel Data Models

This page was built for publication: Credibility estimators with dependence structure over risks and time under balanced loss function