Application of Constrained Bayes Estimation under Balanced Loss Function in Insurance Pricing

DOI10.5351/CSAM.2014.21.3.235zbMath1305.91168OpenAlexW2000271662MaRDI QIDQ5171904

Myung Joon Kim, Yeong-Hwa Kim

Publication date: 12 February 2015

Published in: Communications for Statistical Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5351/csam.2014.21.3.235

zbMATH Keywords

balanced loss functioninsurance pricingconstrained Bayes estimate

Mathematics Subject Classification ID

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

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