Large claims in credibility
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Publication:3984201
DOI10.1007/BF02808800zbMath0738.62097MaRDI QIDQ3984201
Publication date: 27 June 1992
Published in: Blätter der DGVFM (Search for Journal in Brave)
outliersL-estimatorsM-estimatorscredibility theoryrobust estimationregression modellarge claimsexperience ratingBuehlmann- Straub model
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Dynamic credibility with outliers and missing observations ⋮ Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality ⋮ Robust regression credibility: The influence function approach ⋮ Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
Cites Work
- Practical models in credibility theory, including parameter estimation
- On robust premium principles
- An unbayesed approach to credibility
- On the robustness of premium principles
- On optimal parameter estimation in credibility
- Empirical Bayes credibility
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