The credibility estimation for collective models

MaRDI QIDQ2860262zbMATH OpenFDO

Authors Jing Fang, Yi Zhang, Limin Wen

Publication date 19 November 2013

Published in Journal of Jiangxi Normal University. Natural Science Edition (Search for Journal in Brave)

zbMATH Keywords

collective risk modelconsistencycredibility premiumestimator

Mathematics Subject Classification ID

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

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Cited in

(9)

• Maximum-likelihood and marginal-sum estimation in some particular collective models
• Asymptotic normality of nonparametric estimate for zero-utility premiums
• Probability, credibility theory and statistics
• Credibility pseudo-estimators
• scientific article; zbMATH DE number 7266419 (Why is no real title available?)
• The credibility estimator of the generalized weighted premium with multitude contracts
• The use of collective methods for improving the generalizing ability of prediction methods
• Multidimensional credibility: a new approach based on joint distribution function
• Optimal credibility estimation of random parameters in hierarchical random effect linear model

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