Article ID Journal Published Year Pages File Type
5076732 Insurance: Mathematics and Economics 2013 13 Pages PDF
Abstract
In this paper, we develop links between credibility theory and quantiles. More specifically, we show how quantiles can be embedded within the classical Bühlmann's (1967) credibility model and within Hachemeister's (1975) regression credibility model. The context of influence function is also incorporated into the above two models. For each model, credibility estimators are established and applications to real data are presented.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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