Sequential Quasi-Credibility for Scale Dispersion Models

DOI10.1080/03461230110106363MaRDI QIDQ5467673zbMATH OpenOpenAlexFDO

Authors Zinoviy Landsman, Udi E. Makov

Publication date 24 May 2006

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461230110106363

zbMATH Keywords

scale dispersion modelssequential quasi credibilitystepwise optimal gain sequence

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12) Stochastic approximation (62L20)

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(4)

• Exact credibility reference Bayesian premiums
• Quantiles in a multi-stage nested classification credibility model
• On Stochastic Approximation and Credibility
• Multivariate Tweedie distributions and some related capital-at-risk analyses

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