On the link between credibility and frequency premium
type: Item
instance of: scholarly article
title: On the link between credibility and frequency premium
zbMATH Open document ID: 1189.91068
author: Catalina Bolancé
author: Jean Pinquet
author: Montserrat Guillen
published in: Insurance Mathematics \& Economics
publication date: 2010-06-08T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5717853
zbMATH Keywords: generalized linear models
zbMATH Keywords: parametric and nonparametric links
zbMATH Keywords: gamma process
describes a project that uses: KernSmooth
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.05.015
OpenAlex ID: W2302257578
cites work: Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
cites work: Pseudo Maximum Likelihood Methods: Theory
cites work: Q3999325
cites work: Optimal smoothing in single-index models
cites work: Semiparametric single index versus fixed link function modelling
cites work: Estimating Regression Models with Multiplicative Heteroscedasticity
cites work: Q3998435
cites work: An application of nonparametric regression estimation in credibility theory
cites work: Q4865051
cites work: A new approach for modeling economic count data
DOI: 10.1016/J.INSMATHECO.2008.05.015
Recommended article: On the consistency of credibility premiums regarding Esscher principle
Recommended article: A new approach for loaded credibility premiums
Recommended article: The credibility premiums for exponential principle
Recommended article: Q4980875
Recommended article: The credibility premiums based on estimated moment-generating function
Recommended article: Q5690617
Recommended article: Q5367981
Recommended article: On the risk of credibility premium rules
Recommended article: Q2990681
description: scientific article; zbMATH DE number 5717853