Confidence intervals of the premiums of optimal bonus malus systems

DOI10.1080/03461238.2017.1307267zbMath1416.91193OpenAlexW2608357576MaRDI QIDQ4583606

G. Tzougas, Dimitris Karlis, Nikolaos E. Frangos

Publication date: 31 August 2018

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

Full work available at URL: http://eprints.lse.ac.uk/70926/1/Tzougas_%20Confidence%20initervals.pdf

zbMATH Keywords

asymptotic normalitynonparametric maximum likelihoodoptimal BMSEfron percentile bootstrap confidence intervalsWald-type two-sided confidence intervals

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

Related Items (4)

Confidence Intervals for Nonparametric Empirical Bayes Analysis ⋮ Rejoinder: Confidence Intervals for Nonparametric Empirical Bayes Analysis ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ An approach to merit rating by means of autoregressive sequences

Uses Software

• AS 221

Cites Work

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