Multidimensional credibility: a new approach based on joint distribution function

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DOI10.1017/asb.2024.13MaRDI QIDQ6668693

Li-Min Wen, Wei Liu, Yiying Zhang

Publication date: 22 January 2025

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

consistency asymptotic normality Frobenius norm joint distribution premium principles multidimensional credibility

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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