Asymptotic normality of nonparametric estimate for zero-utility premiums
From MaRDI portal
Publication:2274188
DOI10.1007/s10255-019-0833-7zbMath1420.91148OpenAlexW2963571519MaRDI QIDQ2274188
Yi Zhang, Guo-ping Mei, Xiao-hong Zhuang, Li-Min Wen
Publication date: 19 September 2019
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-019-0833-7
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal premium policy of an insurance firm: full and partial information
- Decision principles derived from risk measures
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- On the consistency of credibility premiums regarding Esscher principle
- Weighted premium calculation principles
- Some new classes of consistent risk measures
- The credibility premiums under generalized weighted loss functions
- On iterative premium calculation principles under Cumulative Prospect Theory
- A course in credibility theory and its applications
- Subjective Probability and Expected Utility without Additivity
- Experience rating under the exponential premium principle
- A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle
This page was built for publication: Asymptotic normality of nonparametric estimate for zero-utility premiums