Credibility theory based on winsorizing
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s13385-024-00391-7.pdf
Reference33 articles.
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2. Brazauskas V, Dornheim H, Ratnam P (2013) Credibility and regression-type modeling. In: Volume I (ed) Predictive modeling applications in actuarial science. Predictive modeling techniques, pp 217–235
3. Brazauskas V, Jones BL, Zitikis R (2009) Robust fitting of claim severity distributions and the method of trimmed moments. J Stat Plann Inference 139(6):2028–2043
4. Bühlmann H (1967) Experience rating and credibility. ASTIN Bull 4(3):199–207
5. Bühlmann H, Gisler A (2005) A course in credibility theory and its applications. Springer, Berlin
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