Showing 1 - 10 of 19,515
successfully adopted to credibility theory in the actuarial literature. The objective of this work is to develop robust and … ratemaking. In this paper, we consider classical credibility models that can be embedded within the framework of mixed linear … efficient methods for credibility when heavy-tailed claims are approximately log-location-scale distributed. To accomplish that …
Persistent link: https://www.econbiz.de/10013054067
Persistent link: https://www.econbiz.de/10008839759
Persistent link: https://www.econbiz.de/10009737892
Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model … of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming …
Persistent link: https://www.econbiz.de/10014552595
For any linear transformation and two convex closed sets, we provide necessary and sufficient conditions for when the transformation of the intersection of the sets coincides with the intersection of their images. We also identify analogous conditions for non-convex sets, general...
Persistent link: https://www.econbiz.de/10011729080
Persistent link: https://www.econbiz.de/10001435317
Persistent link: https://www.econbiz.de/10001362623
Persistent link: https://www.econbiz.de/10002161039
We analyze a dynamic multi-pollutant problem where abatement costs of several pollutants are not separable. The pollutants can be either technological substitutes or complements. Environmental damage is induced by the stock of accumulated pollution. We find that optimal emission paths are...
Persistent link: https://www.econbiz.de/10002821717
We analyze a dynamic multi-pollutant problem where abatement costs of several pollutants are not separable. The pollutants can be either technological substitutes or complements. Environmental damage is induced by the stock of accumulated pollution. We find that optimal emission paths are...
Persistent link: https://www.econbiz.de/10002710652