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Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective - MaRDI portal

Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207)

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Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
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    Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (English)
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    1 August 2011
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    adaptive robust-efficient estimation
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    asymmetric heavy-tailed residuals
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    credibility ratemaking
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    mixed linear model
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    treatment of excess claims
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