Loss prediction in a linear model under a linear constraint

DOI10.1007/S10182-008-0077-YzbMATH Open1379.62059OpenAlexW2028990058MaRDI QIDQ734441FDOQ734441

Authors Kathrin Kloberdanz, Klaus D. Schmidt 

Publication date 13 October 2009

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-008-0077-y

Mathematics Subject Classification ID

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

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Cites Work

• Multivariate loss prediction in the multivariate additive model

Cited In (3)

• Loss prediction based on run-off triangles
• Matrix loss in comparison of linear experiments
• Integrality constraints in minimizing the empirical loss function of linear decision rules

Uses Software

• ASTA

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