Multidimensional credibility: a new approach based on joint distribution function

DOI10.1017/ASB.2024.13MaRDI QIDQ6668693zbMATH OpenFDO

Authors Limin Wen, Wei Liu, Yiying Zhang

Publication date 22 January 2025

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/ASB.2024.13

zbMATH Keywords

asymptotic normalityconsistencyFrobenius normjoint distributionmultidimensional credibilitypremium principles

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• A course in credibility theory and its applications
• A general optimal approach to Bühlmann credibility theory
• A multivariate evolutionary credibility model for mortality improvement rates
• A plug-in rule for bandwidth selection in circular density estimation
• A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
• Bivariate credibility bonus-malus premiums distinguishing between two types of claims
• Claim dependence with common effects in credibility models
• Copula-based inference for bivariate survival data with left truncation and dependent censoring
• Credibility estimation of distribution functions with applications to experience rating in general insurance
• Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood
• scientific article; zbMATH DE number 3506085 (Why is no real title available?)
• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• Multivariate Credibility for Aggregate Loss Models
• Multivariate Latent Risk: A Credibility Approach
• Nonparametric estimation of regression level sets using kernel plug-in estimator
• On a multilevel hierarchical credibility algorithm
• Optimal reinsurance for variance related premium calculation principles
• The credibility premiums for models with dependence induced by common effects

Cited in

(3)

• Tweedie multivariate semi-parametric credibility with the exchangeable correlation
• Integrating prior information into Gini coefficient estimation: A credibility method
• A novel credibility-based estimation approach for multivariate Esscher premiums

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