The credibility premiums for exponential principle

DOI10.1007/s10114-011-9198-4zbMath1237.91140OpenAlexW1998431814MaRDI QIDQ644653

Wei Wang, Jinglong Wang, Li-Min Wen

Publication date: 4 November 2011

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-011-9198-4

zbMATH Keywords

consistencycredibility estimatorexponential premium principlesafe-loading

Mathematics Subject Classification ID

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

Cites Work

• The credibility premiums for models with dependence induced by common effects
• Decision theoretic foundations of credibility theory
• Linear models. Least squares and alternatives
• The credibility premiums under generalized weighted loss functions
• A course in credibility theory and its applications
• Coherent Measures of Risk
• A credibility theory for automobile bonus systems
• Experience rating under weighted squared error loss
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item