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On the risk of credibility premium rules - MaRDI portal

On the risk of credibility premium rules (Q5861812)

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scientific article; zbMATH DE number 7483111
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English
On the risk of credibility premium rules
scientific article; zbMATH DE number 7483111

    Statements

    title
    On the risk of credibility premium rules (English)
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    author
    Corina Constantinescu
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    Julie Thøgersen
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    Soren Asmussen
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    publication date
    2 March 2022
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    zbMATH Keywords
    conjugate prior
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    credibility premiums
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    gamma distribution
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    large deviations
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    ruin probability
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    scale parameter family
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    Identifiers

    zbMATH DE Number
    7483111
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    OpenAlex ID
    W3136585781
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