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

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zbMATH Keywords

discrete distributionscharacterizationcredibility matrices

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• 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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