Semiparametric credibility ratemaking using a piecewise linear prior.

DOI10.1016/j.insmatheco.2003.08.007zbMath1104.62330OpenAlexW2012322783MaRDI QIDQ1423342

Xiaowei Huang, Lixin Song, Yan-Chun Liang

Publication date: 14 February 2004

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.08.007

zbMATH Keywords

Bayesian estimationCredibility theoryPiecewise linear function

Mathematics Subject Classification ID

Cites Work

• Credibility using semiparametric models and a loss function with a constancy penalty
• Approximation Theorems of Mathematical Statistics
• Convex Analysis
• Credibility in Favor of Unlucky Insureds
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