An application of nonparametric regression estimation in credibility theory

DOI10.1016/S0167-6687(00)00044-5zbMath0973.62095MaRDI QIDQ5942775

Wei-Min Qian

Publication date: 5 December 2001

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

zbMATH Keywords

kernel estimatorcredibility premiumslocal average estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

A CREDIBILITY APPROACH FOR COMBINING LIKELIHOODS OF GENERALIZED LINEAR MODELS ⋮ On the link between credibility and frequency premium

Cites Work

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• Nonparametric curve estimation from time series
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• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• Strong uniform convergence for the estimator of the regression function under \(\varphi\)-mixing condi\-tions.

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