Credibility using semiparametric models

ASTIN Bulletin

Volumn 27, Issue 2, 1997, Pages 273-285

  Young, Virginia R ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Bayesian estimation; claim estimation; Kernel density estimation

Indexed keywords

EID: 85011500625     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.27.2.542052     Document Type: Article

References (14)

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13. Willmot, G. E. (1994), Introductory Credibility Theory, Institute of Insurance and Pension Research, University of Waterloo, Waterloo, Ontario.
14. Young, V. R. (1997), Credibility using a loss function from spline theory: Parametric models with a one-dimensional sufficient statistic, to appear. North American Actuarial Journal.