| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076902 | Insurance: Mathematics and Economics | 2013 | 40 Pages |
Abstract
⺠We combine robust statistics with empirical linear Bayes estimation. ⺠We derive asymptotic optimality for the robust Bühlmann's classical model. ⺠We derive asymptotic optimality for the robust Hachemeister's model. ⺠We apply two different alternatives for bias treatment of robust credibility estimation. ⺠We suggest premium's credible ratemaking.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Georgios Pitselis,