Verification of Optimality and Costate Estimation Using Hilbert Space Projection

2009 ◽  
Vol 32 (4) ◽  
pp. 1345-1355 ◽  
Author(s):  
Baljeet Singh ◽  
Raktim Bhattacharya ◽  
Srinivas R. Vadali
2000 ◽  
Vol 30 (2) ◽  
pp. 405-417 ◽  
Author(s):  
Jens Perch Nielsen ◽  
Bjørn Lunding Sandqvist

AbstractCredibility weighting is helpful in many insurance applications where sparse data crave information from other sources of data. In this paper we aim at estimating a hazard curve using the nonparametric kernel method, where a credibility weighting principle is used locally, so that areas of sparse data for one subgroup can be alleviated by available information from other subgroups. The credibility estimator is found through a Hilbert space projection formulation of Buhlmann-Straub's credibility approach.


Author(s):  
J. R. Retherford
Keyword(s):  

2018 ◽  
Vol 14 (3) ◽  
pp. 59-73
Author(s):  
Ahmed Hasan Hamed ◽  
Keyword(s):  

1989 ◽  
Vol 22 (1) ◽  
pp. 1-20
Author(s):  
Hubert Wywcki
Keyword(s):  

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