Pages that link to "Item:Q5383686"
From MaRDI portal
The following pages link to Empirical Bayes estimators of risk premium under variance related premium principle (Q5383686):
Displaying 6 items.
- The Esscher premium principle in risk theory: A Bayesian sensitivity study (Q1974036) (← links)
- On a method for estimation of risk premiums loaded by a fraction of the variance of the risk (Q2874209) (← links)
- The Bayes estimation of quantile premium in Pareto risk model (Q2984067) (← links)
- The nonparametric estimation of risk premium under variance related premium principle (Q2990499) (← links)
- (Q5276825) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)