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

tablesmaximum likelihood estimationapproximating functionsSemilinear credibility estimators

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3980322
• Approximation by semi-non-linear functions
• Credibility using semiparametric models and a loss function with a constancy penalty
• On Stochastic Approximation and Credibility
• Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
• Approximation of semilinear Cauchy problems
• The credibility models under LINEX loss functions

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.
• Unique optimal function
• scientific article; zbMATH DE number 3980322 (Why is no real title available?)
• Optimal approximating function

This page was built for publication: Semilinear credibility with several approximating functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1061440)