Multidimensional credibility : a new approach based on joint distribution function
Year of publication: |
2024
|
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Authors: | Wen, Limin ; Liu, Wei ; Zhang, Yiying |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 54.2024, 3, p. 652-678
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Subject: | asymptotic normality | consistency | Frobenius norm | joint distribution | Multidimensional credibility | premium principles | Theorie | Theory | Glaubwürdigkeit | Credibility | Statistische Verteilung | Statistical distribution |
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