Semilinear credibility with several approximating functions

DOI10.1016/0167-6687(85)90011-3MaRDI QIDQ1061440zbMATH OpenOpenAlexFDO

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

Publication date 1985

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

Full work available at URL https://doi.org/10.1016/0167-6687(85)90011-3

zbMATH Keywords

approximating functionsmaximum likelihood estimationSemilinear credibility estimatorstables

Mathematics Subject Classification ID

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

Review text

Usual credibility estimators are linear functions of the observable random variables. Semilinear credibility estimators are linear functions of some function f of the observable random variables. The estimators mainly considered in this paper are linear functions of several functions \(f_ 1,...,f_ r\) of the observable random variables.

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Cites work

• scientific article; zbMATH DE number 3516520 (Why is no real title available?)
• The structure of the distribution of a couple of observable random variables in credibility theory

Cited in

(5)

• A new approach for loaded credibility premiums
• More general credibility models.
• Optimal approximating function
• scientific article; zbMATH DE number 3980322 (Why is no real title available?)
• Unique optimal function

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