Pure robust versus robust portfolio unbiased—Credibility and asymptotic optimality-Reference-Cited by-同舟云学术

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Pure robust versus robust portfolio unbiased—Credibility and asymptotic optimality

Published:2013-03 Issue:2 Volume:52 Page:391-403
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Pitselis Georgios

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference27 articles.

1. Another look at robustness: a review of reviews and some new developments;Bickel;Scandinavian Journal of Statistics,1976

2. Experience rating and credibility;Bühlmann;ASTIN Bulletin,1967

3. Experience rating and credibility;Bühlmann;Glaubwürdigkeit für Schadensatze, Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker,1970

4. Empirical linear Bayes decision rules for a sequence of linear models with different regressor matrices;Bunke;Mathematische Operationsforschung und Statistik,1974

5. A Course in Probability Theory;Chung,1974

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Credibility theory based on winsorizing;European Actuarial Journal;2024-07-06

2. Credibility Theory for Variance Premium Principle;North American Actuarial Journal;2024-07

3. Satisficing credibility for heterogeneous risks;European Journal of Operational Research;2022-04

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