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Credibility using semiparametric models and a loss function with a constancy penalty

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  • Young, Virginia R.

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  • Young, Virginia R., 2000. "Credibility using semiparametric models and a loss function with a constancy penalty," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 151-156, May.
    • Handle: RePEc:eee:insuma:v:26:y:2000:i:2-3:p:151-156
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    References listed on IDEAS

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    1. Virginia Young, 1998. "Credibility Using a Loss Function from Spline Theory," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 101-111.
    2. Young, Virginia R., 1998. "Robust Bayesian Credibility Using Semiparametric Models," ASTIN Bulletin, Cambridge University Press, vol. 28(2), pages 187-203, November.
    3. Virginia Young & F. De Vylder, 2000. "Credibility in Favor of Unlucky Insureds," North American Actuarial Journal, Taylor & Francis Journals, vol. 4(1), pages 107-113.
    4. Young, Virginia R., 1997. "Credibility Using Semiparametric Models," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 273-285, November.
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    Cited by:

    1. Gómez-Déniz, E., 2008. "A generalization of the credibility theory obtained by using the weighted balanced loss function," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 850-854, April.
    2. Agata Boratyńska, 2021. "Robust Bayesian insurance premium in a collective risk model with distorted priors under the generalised Bregman loss," Statistics in Transition New Series, Polish Statistical Association, vol. 22(3), pages 123-140, September.
    3. Boratyńska Agata, 2021. "Robust Bayesian insurance premium in a collective risk model with distorted priors under the generalised Bregman loss," Statistics in Transition New Series, Polish Statistical Association, vol. 22(3), pages 123-140, September.
    4. Garnadi, Agah D. & Nurdiati, Sri & Erliana, Windiani, 2017. "Univariate Credibility as a Boundary-Value Problem, A Symbolic Green’s Function Method (Regular Case)," INA-Rxiv wg7qa, Center for Open Science.
    5. Agustin Hernandez Bastida & Emilio Gomez Deniz & Jose Maria Perez Sanchez, 2009. "Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(8), pages 853-869.
    6. .Fernández Huerga, E., 2004. "Causas de la utilización del empleo temporal y la subcontratación: Análisis empírico de las industrias extractivas en León," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 371(30á)-37, Agosto.
    7. Huang, Xiaowei & Song, Lixin & Liang, Yanchun, 2003. "Semiparametric credibility ratemaking using a piecewise linear prior," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 585-593, December.

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