A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle
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Publication:5299087
DOI10.1080/03610926.2011.582565zbMath1267.91044OpenAlexW2022357652MaRDI QIDQ5299087
Xianyi Wu, Li-Min Wen, Jiang-Feng Wang
Publication date: 25 June 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.582565
Related Items (2)
The credibility premiums based on estimated moment-generating function ⋮ Asymptotic normality of nonparametric estimate for zero-utility premiums
Cites Work
- On the consistency of credibility premiums regarding Esscher principle
- Weighted premium calculation principles
- Weighted risk capital allocations
- Decision theoretic foundations of credibility theory
- The credibility premiums under generalized weighted loss functions
- A course in credibility theory and its applications
- Experience rating under weighted squared error loss
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