An application of nonparametric regression estimation in credibility theory

Authors
Qian, WM
Citation
Wm. Qian, An application of nonparametric regression estimation in credibility theory, INSUR MATH, 27(2), 2000, pp. 169-176
Citations number
7
Categorie Soggetti
Economics
Journal title
INSURANCE MATHEMATICS & ECONOMICS
ISSN journal
01676687 → ACNP
Volume
27
Issue
2
Year of publication
2000
Pages
169 - 176
Database
ISI
SICI code
0167-6687(20001020)27:2<169:AAONRE>2.0.ZU;2-Q
Abstract
In this paper, we use the nonparametric regression method to establish esti mators for credibility premiums under some principles of premium calculatio n. The asymptotic properties of the estimators are studied. (C) 2000 Elsevi er Science B.V. All rights reserved.