An application of nonparametric regression estimation in credibility theory

Insurance: Mathematics and Economics

Volumn 27, Issue 2, 2000, Pages 169-176

  Qian, Weimin ^a,b  

^a PHILIPPS UNIVERSITY MARBURG   (Germany)

^b TONGJI UNIVERSITY   (China)

Author keywords

Credibility premium; Kernel estimator; Local average estimator; Nonparametric regression

Indexed keywords

EID: 0041777875     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00044-5     Document Type: Article

References (7)

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3. Doob, J., 1953. Stochastic Processes. Wiley, New York.
4. Gerber, H.U., 1979. An Introduction to Mathematical Risk Theory. University of Pennsylvania, Philadelphia, PA.
5. Györfi, L., Härdle, W., Sarda, P., Vieu, P., 1989. Nonparametric Curve Estimation from Time Series. Springer, Berlin.
6. Qian, W., Mammitzsch, V., 1999. Strong uniform convergence for the estimator of the regression function under φ-mixing conditions. Bericht Nr. 61. Reihe Mathematik, Fachbereich Mathematik und Informatik, Philipps-Universität, Marburg.
7. Truong Y.K., Stone C.J. Nonparametric function estimation involving time series. Annals of Statistics. 20:1992;77-97.