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Semiparametric credibility ratemaking using a piecewise linear prior

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  • Huang, Xiaowei
  • Song, Lixin
  • Liang, Yanchun

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  • 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.
  • Handle: RePEc:eee:insuma:v:33:y:2003:i:3:p:585-593
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. Young, Virginia R., 1997. "Credibility Using Semiparametric Models," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 273-285, November.
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