Experience rating under weighted squared error loss

DOI10.1007/BF02808267zbMath0836.62092MaRDI QIDQ4859998

Matthias Timpel, Klaus D. Schmidt

Publication date: 6 May 1996

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

distribution-freecredibility premiumsasymptotic optimalityconditional distributionweighted squared error lossexperience ratingclaim amountsBayes premiums

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle ⋮ The credibility premiums for exponential principle ⋮ On the consistency of credibility premiums regarding Esscher principle

Cites Work

• Decision theoretic foundations of credibility theory
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