A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions

DOI10.1016/0167-6687(84)90064-7zbMath0545.62068OpenAlexW1969032420MaRDI QIDQ797252

Marc J. Goovaerts, F. Etienne De Vylder

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90064-7

zbMATH Keywords

characterizationdiscrete distributionscredibility matrices

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Basic linear algebra (15A99)

Related Items (1)

From Nash to Cournot–Nash equilibria via the Monge–Kantorovich problem

Cites Work

• The structure of the distribution of a couple of observable random variables in credibility theory
• Unnamed Item

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