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A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle

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Publication:5299087
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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


zbMATH Keywords

consistencystructure parametercredibility estimatorsafe-loadingthe generalized weighted premium


Mathematics Subject Classification ID

Economic time series analysis (91B84)


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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