A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions

DOI10.1016/0167-6687(84)90064-7zbMATH Open0545.62068OpenAlexW1969032420MaRDI QIDQ797252FDOQ797252

Authors Marc J. Goovaerts, Floriaen E. C. De Vylder

Publication date 1984

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(84)90064-7

zbMATH Keywords

discrete distributionscharacterizationcredibility matrices

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Basic linear algebra (15A99)

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Cites work

• scientific article; zbMATH DE number 3181396 (Why is no real title available?)
• The structure of the distribution of a couple of observable random variables in credibility theory

Cited in

(2)

• From Nash to Cournot-Nash equilibria via the Monge-Kantorovich problem
• The structure of the distribution of a couple of observable random variables in credibility theory

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