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Volumn 2, Issue 1, 1998, Pages 101-111

Credibility using a loss function from spline theory: Parametric models with a one-dimensional sufficient statistic

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Indexed keywords


EID: 85011188898     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.1998.10595681     Document Type: Article
Times cited : (6)

References (24)
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    • Experience Rating and Credibility
    • Bühlmann, H. 1967. “Experience Rating and Credibility,” ASTIN Bulletin 4:199–207.
    • (1967) ASTIN Bulletin , vol.4 , pp. 199-207
    • Bühlmann, H.1
  • 5
    • 0011509320 scopus 로고
    • Approximation of Method of Regularization Estimators
    • Cox, D. 1988. “Approximation of Method of Regularization Estimators,” Annals of Statistics, 16:713–32.
    • (1988) Annals of Statistics , vol.16 , pp. 713-732
    • Cox, D.1
  • 6
    • 0000541146 scopus 로고
    • Asymptotic Analysis of Penalized Likelihood and Related Estimators
    • Cox, D., and O’Sullivan, F. 1990. “Asymptotic Analysis of Penalized Likelihood and Related Estimators,” Annals of Statistics 18:1676–95.
    • (1990) Annals of Statistics , vol.18 , pp. 1676-1695
    • Cox, D.1    O’Sullivan, F.2
  • 9
    • 84894804909 scopus 로고
    • Constrained Credibility Estimators in the Regression Model
    • De Vylder, F. E. and Sundt, B. 1982. “Constrained Credibility Estimators in the Regression Model,” Scandinavian Actuarial Journal, 23–37.
    • (1982) Scandinavian Actuarial Journal , pp. 23-37
    • De Vylder, F.E.1    Sundt, B.2
  • 14
    • 84974173062 scopus 로고
    • Credibility Is Exact Bayesian for Exponential Families
    • Jewell, W. S. 1974a. “Credibility Is Exact Bayesian for Exponential Families,” ASTIN Bulletin 8:77–90.
    • (1974) ASTIN Bulletin , vol.8 , pp. 77-90
    • Jewell, W.S.1
  • 15
    • 70350302118 scopus 로고
    • Regularity Conditions for Exact Credibility
    • Jewell, W. S. 1974b. “Regularity Conditions for Exact Credibility,” ASTIN Bulletin 8:336–41.
    • (1974) ASTIN Bulletin , vol.8 , pp. 336-341
    • Jewell, W.S.1
  • 22
    • 0003466536 scopus 로고
    • Philadelphia, Penn.: Society for Industrial and Applied Mathematics
    • Wahba, G. 1990. Spline Models for Observational Data. Philadelphia, Penn.: Society for Industrial and Applied Mathematics.
    • (1990) Spline Models for Observational Data.
    • Wahba, G.1
  • 23
    • 0347277582 scopus 로고
    • Waterloo, Ontario: Institute of Insurance and Pension Research, University of Waterloo
    • Willmot, G. E. 1994. Introductory Credibility Theory. Waterloo, Ontario: Institute of Insurance and Pension Research, University of Waterloo.
    • (1994) Introductory Credibility Theory.
    • Willmot, G.E.1
  • 24
    • 0009938876 scopus 로고    scopus 로고
    • Credibility Using a Loss Function from Spline Theory
    • Young, V. R. 1997. “Credibility Using a Loss Function from Spline Theory,” Scandinavian Actuarial Journal, 160–85.
    • (1997) Scandinavian Actuarial Journal , pp. 160-185
    • Young, V.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.