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

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Mathematics Subject Classification ID

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

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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