On weighted balanced loss function under the Esscher principle and credibility premiums

DOI10.15672/HJMS.201612216466zbMath1401.62213MaRDI QIDQ5376037

Farouk Metiri, Mohamed Riad Remita, Halim Zeghdoudi

Publication date: 17 September 2018

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

loss functioncredibilitypremiumEsscher premium

Mathematics Subject Classification ID

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

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