• Title of article

    An application of nonparametric regression estimation in credibility theory

  • Author/Authors

    Qian، نويسنده , , Weimin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    8
  • From page
    169
  • To page
    176
  • Abstract
    In this paper, we use the nonparametric regression method to establish estimators for credibility premiums under some principles of premium calculation. The asymptotic properties of the estimators are studied.
  • Keywords
    Credibility premium , Nonparametric regression , Kernel estimator , Local average estimator
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    2000
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1542322

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1542322