On Stochastic Approximation and Credibility

DOI10.1080/03461230050131858zbMath0922.62111OpenAlexW2100174450MaRDI QIDQ4258729

Zinoviy Landsman, Udi E. Makov

Publication date: 14 September 1999

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230050131858

zbMATH Keywords

stochastic approximationfair premiumexponential dispersioncredibility formulaslocation dispersion familyoptimal stepwise gain sequence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic approximation (62L20)

Related Items

A nonparametric sequential learning procedure for estimating the pure premium ⋮ Credibility theory: A new view from the theory of second order optimal statistics. ⋮ Contaminated Exponential Dispersion Loss Models ⋮ Principal Applications of Bayesian Methods in Actuarial Science

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