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Credibility pseudo-estimators
Credibility pseudo-estimators
- Source :
- Scandinavian Actuarial Journal. 2018:770-791
- Publication Year :
- 2018
- Publisher :
- Informa UK Limited, 2018.
-
Abstract
- We treat a model with independent claim numbers and claim amounts, conditional on stochastic parameters. Groups are categorized into a smaller number of classes, which likely differ in risk premium...
- Subjects :
- Statistics and Probability
Economics and Econometrics
050208 finance
Risk premium
05 social sciences
Estimator
01 natural sciences
Credibility estimator
010104 statistics & probability
0502 economics and business
Credibility
Econometrics
Variance components
0101 mathematics
Statistics, Probability and Uncertainty
Mathematics
Subjects
Details
- ISSN :
- 16512030 and 03461238
- Volume :
- 2018
- Database :
- OpenAIRE
- Journal :
- Scandinavian Actuarial Journal
- Accession number :
- edsair.doi...........754a12a723796af3adce02bf4d556408
- Full Text :
- https://doi.org/10.1080/03461238.2018.1455153