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Volumn 33, Issue 3, 2003, Pages 585-593

Semiparametric credibility ratemaking using a piecewise linear prior

Author keywords

Bayesian estimation; Credibility theory; Piecewise linear function

Indexed keywords


EID: 0345375516     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2003.08.007     Document Type: Article
Times cited : (3)

References (12)
  • 1
    • 84958430328 scopus 로고
    • Experience rating and credibility
    • Bühlmann H. Experience rating and credibility ASTIN Bulletin 4 1967 199-207
    • (1967) ASTIN Bulletin , vol.4 , pp. 199-207
    • Bühlmann, H.1
  • 3
    • 0003769639 scopus 로고    scopus 로고
    • Institute of Actuarial Science and Econometrics, University of Amsterdam, Amsterdam, The Netherlands
    • Dannenburg, D.R., Kaas, R., Goovaerts, M.J., 1996. Practical Actuarial Credibility Models. Institute of Actuarial Science and Econometrics, University of Amsterdam, Amsterdam, The Netherlands.
    • (1996) Practical Actuarial Credibility Models
    • Dannenburg, D.R.1    Kaas, R.2    Goovaerts, M.J.3
  • 6
    • 0004267646 scopus 로고
    • Princeton University Press, Princeton, NJ
    • Rockfellar, R.T., 1970. Convex Analysis. Princeton University Press, Princeton, NJ.
    • (1970) Convex Analysis
    • Rockfellar, R.T.1
  • 9
    • 0347277582 scopus 로고
    • Introduction Credibility Theory Institute of Insurance and Person Research
    • University of Waterloo, Waterloo, Ont
    • Willmot, G.E., 1994. Introduction Credibility Theory Institute of Insurance and Person Research. University of Waterloo, Waterloo, Ont.
    • (1994)
    • Willmot, G.E.1
  • 10
    • 85011500625 scopus 로고    scopus 로고
    • Credibility using semiparametrics models
    • Young V.R. Credibility using semiparametrics models ASTIN Bulletin 27 1997 273-285
    • (1997) ASTIN Bulletin , vol.27 , pp. 273-285
    • Young, V.R.1
  • 11
    • 0034621108 scopus 로고    scopus 로고
    • Credibility using semiparametric models and a loss function with a constancy penalty
    • Young V.R. Credibility using semiparametric models and a loss function with a constancy penalty Insurance: Mathematics and Economics 26 2000 151-156
    • (2000) Insurance: Mathematics and Economics , vol.26 , pp. 151-156
    • Young, V.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.