Credibility theory based on winsorizing

DOI10.1007/S13385-024-00391-7MaRDI QIDQ6649320

Qian Zhao, Chudamani Poudyal

Publication date: 5 December 2024

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

zbMATH Keywords

robust credibilitypremium estimationtrimmed and winsorized data

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS

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