Credibility using a loss function from Spline theory

DOI10.1080/03461238.1997.10413985zbMath0929.62101OpenAlexW4244355337MaRDI QIDQ4367770

Virginia R. Young

Publication date: 31 January 2000

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

Full work available at URL: https://doi.org/10.1080/03461238.1997.10413985

zbMATH Keywords

credibility estimationspline theory

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (6)

A general optimal approach to Bühlmann credibility theory ⋮ Credibility theory: A new view from the theory of second order optimal statistics. ⋮ Quantile credibility models ⋮ On the consistency of credibility premiums regarding Esscher principle ⋮ Credibility in Favor of Unlucky Insureds ⋮ Credibility Using a Loss Function from Spline Theory

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Approximation of least squares regression on nested subspaces
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Asymptotic analysis of penalized likelihood and related estimators
• Constrained credibility estimators in the regression model
• Geometrical credibility
• Abstract credibility

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